-28.9%
CDW vs VSXY
+335.0%
-363.9%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +3.9% | -9.0% | -5.5% |
| 7D | -3.9% | -6.8% | +2.9% | -3.5% |
| 30D | +6.9% | -20.4% | +27.3% | +8.7% |
| 3M | +7.7% | +2.9% | +4.8% | +6.9% |
| 6M | +18.3% | +67.9% | -49.6% | +10.2% |
| YTD | +7.8% | +44.9% | -37.1% | +1.6% |
| 1Y | -12.2% | +205.9% | -218.1% | -25.0% |
| 3Y | -28.9% | +373.9% | -402.8% | -43.1% |
| All | -28.9% | +335.0% | -363.9% | -43.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling