-16.2%
CDW vs VLTO
+56.1%
-72.3%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +7.0% |
| 3M | +21.8% | +20.2% | +1.6% | +13.1% |
| 6M | +58.8% | +36.3% | +22.4% | +39.9% |
| YTD | +22.8% | +18.8% | +3.9% | +13.7% |
| 1Y | +17.9% | +20.4% | -2.5% | +8.4% |
| 3Y | -17.4% | +71.9% | -89.3% | -30.8% |
| All | -16.2% | +56.1% | -72.3% | -28.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling