+266.1%
CDW vs VO
+192.5%
+73.6%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -0.6% | -4.6% | -4.6% |
| 7D | -3.9% | +0.6% | -4.5% | -4.5% |
| 30D | +6.9% | -1.1% | +8.0% | +8.2% |
| 3M | +7.7% | +4.5% | +3.1% | +2.6% |
| 6M | +18.3% | +11.1% | +7.3% | +5.3% |
| YTD | +7.8% | +13.5% | -5.8% | -6.4% |
| 1Y | -12.2% | +14.5% | -26.7% | -24.3% |
| 3Y | -28.9% | +58.1% | -87.1% | -56.6% |
| 5Y | -22.8% | +43.3% | -66.1% | -47.5% |
| 10Y | +266.1% | +193.2% | +72.9% | +18.1% |
| All | +266.1% | +192.5% | +73.6% | +18.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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