+4.6%
CDW vs VSXY
+90.2%
-85.6%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.8% | +4.6% | +0.4% |
| 7D | +9.1% | -1.6% | +10.7% | +9.3% |
| 30D | +13.7% | +17.8% | -4.1% | +11.6% |
| 3M | +27.0% | +12.5% | +14.6% | +24.9% |
| 6M | +75.9% | +124.7% | -48.8% | +55.5% |
| YTD | +28.9% | +93.2% | -64.3% | +15.3% |
| 1Y | +19.6% | +195.6% | -176.0% | 0.0% |
| 3Y | -14.6% | +434.6% | -449.3% | -38.7% |
| 5Y | -3.2% | +103.3% | -106.5% | -21.1% |
| All | +4.6% | +90.2% | -85.6% | -14.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling