+301.5%
CDW vs VIG
+262.6%
+38.9%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.1% |
| 7D | +9.1% | +3.1% | +6.0% | +5.1% |
| 30D | +13.7% | +5.0% | +8.7% | +7.4% |
| 3M | +27.0% | +2.7% | +24.4% | +23.6% |
| 6M | +75.9% | +11.0% | +64.9% | +55.5% |
| YTD | +28.9% | +16.0% | +12.9% | +7.7% |
| 1Y | +19.6% | +16.3% | +3.4% | -0.3% |
| 3Y | -14.6% | +66.8% | -81.4% | -54.0% |
| 5Y | -3.2% | +64.8% | -67.9% | -46.5% |
| All | +301.5% | +262.6% | +38.9% | -1.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded VIG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling