-13.7%
CDW vs VSXY
+33.4%
-47.1%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.1% | +3.2% | +0.5% |
| 7D | -7.4% | -0.3% | -7.0% | -7.4% |
| 30D | +5.8% | -22.1% | +27.9% | +8.6% |
| 3M | +10.8% | -1.1% | +12.0% | +10.2% |
| 6M | +21.5% | +53.8% | -32.3% | +11.9% |
| YTD | +6.4% | +35.5% | -29.1% | -0.8% |
| 1Y | -14.8% | +186.0% | -200.8% | -29.4% |
| 3Y | -29.9% | +343.2% | -373.0% | -49.3% |
| 5Y | -22.9% | +19.0% | -41.9% | -34.2% |
| All | -13.7% | +33.4% | -47.1% | -26.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded VSXY 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling