+863.2%
CDW vs VO
+323.0%
+540.2%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.2% | -0.8% | -0.8% |
| 7D | +3.2% | -0.3% | +3.4% | +3.5% |
| 30D | +9.3% | -0.3% | +9.6% | +9.7% |
| 3M | +9.8% | +2.9% | +6.8% | +6.5% |
| 6M | +23.3% | +9.3% | +14.0% | +12.0% |
| YTD | +13.7% | +14.2% | -0.5% | -1.4% |
| 1Y | -6.5% | +15.3% | -21.7% | -19.5% |
| 3Y | -25.2% | +56.2% | -81.5% | -53.0% |
| 5Y | -19.5% | +42.4% | -61.9% | -44.2% |
| 10Y | +285.8% | +194.7% | +91.1% | +33.8% |
| All | +863.2% | +323.0% | +540.2% | +161.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling