-22.8%
CDW vs VIG
+63.6%
-86.4%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -0.8% | -4.4% | -4.2% |
| 7D | -3.9% | -0.4% | -3.5% | -3.3% |
| 30D | +6.9% | -2.1% | +9.0% | +9.9% |
| 3M | +7.7% | +3.3% | +4.3% | +3.2% |
| 6M | +18.3% | +9.3% | +9.0% | +5.4% |
| YTD | +7.8% | +10.1% | -2.4% | -4.9% |
| 1Y | -12.2% | +14.7% | -26.9% | -26.4% |
| 3Y | -28.9% | +56.9% | -85.9% | -59.8% |
| 5Y | -22.8% | +62.9% | -85.7% | -58.0% |
| All | -22.8% | +63.6% | -86.4% | -58.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling