-17.4%
CDW vs VLTO
+73.3%
-90.7%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.8% | +4.0% | +4.5% |
| 7D | +9.3% | +2.0% | +7.3% | +8.5% |
| 30D | +15.8% | +21.8% | -6.0% | +6.6% |
| 3M | +21.8% | +20.2% | +1.6% | +12.6% |
| 6M | +58.8% | +36.3% | +22.4% | +38.9% |
| YTD | +22.8% | +18.8% | +3.9% | +13.3% |
| 1Y | +17.9% | +20.4% | -2.5% | +7.9% |
| 3Y | -17.4% | +71.9% | -89.3% | -30.2% |
| All | -17.4% | +73.3% | -90.7% | -30.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 3y: compounded portfolio wealth divided by compounded VLTO 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…
3y analysis · Full analysis span regression · 6 months rolling