-31.0%
CDW vs VIK
+225.3%
-256.3%
-57.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.4% | +2.0% | -0.6% |
| 7D | -4.2% | -0.8% | -3.4% | -4.1% |
| 30D | +4.9% | -18.0% | +22.9% | +10.0% |
| 3M | +7.3% | -5.8% | +13.1% | +8.4% |
| 6M | +19.2% | +17.2% | +2.0% | +11.5% |
| YTD | +6.2% | +19.1% | -12.9% | -1.9% |
| 1Y | -14.0% | +33.6% | -47.6% | -24.1% |
| All | -31.0% | +225.3% | -256.3% | -52.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VIK.
Daily Out/Under-Performance
Portfolio return minus VIK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIK 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 VIK 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