-3.7%
CDW vs VSXY
+106.2%
-109.8%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.5% | -2.1% | -0.8% |
| 7D | +9.3% | -1.7% | +11.1% | +9.5% |
| 30D | +14.4% | +20.1% | -5.8% | +11.9% |
| 3M | +21.4% | +16.6% | +4.8% | +18.8% |
| 6M | +72.8% | +134.9% | -62.1% | +50.9% |
| YTD | +28.0% | +96.0% | -68.0% | +13.6% |
| 1Y | +19.3% | +203.8% | -184.4% | -1.7% |
| 3Y | -15.3% | +465.3% | -480.6% | -41.5% |
| All | -3.7% | +106.2% | -109.8% | -21.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling