+863.2%
CDW vs VIG
+367.9%
+495.3%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.5% | -0.4% |
| 7D | +3.2% | -0.4% | +3.6% | +3.7% |
| 30D | +9.3% | -1.0% | +10.3% | +10.6% |
| 3M | +9.8% | +2.8% | +7.0% | +6.3% |
| 6M | +23.3% | +8.2% | +15.1% | +12.0% |
| YTD | +13.7% | +11.0% | +2.6% | +0.2% |
| 1Y | -6.5% | +16.1% | -22.6% | -21.8% |
| 3Y | -25.2% | +56.2% | -81.4% | -55.7% |
| 5Y | -19.5% | +63.0% | -82.5% | -54.2% |
| 10Y | +285.8% | +241.4% | +44.4% | +2.3% |
| All | +863.2% | +367.9% | +495.3% | +97.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling