-7.7%
CDW vs VSXY
+37.4%
-45.1%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.6% | -3.6% | -1.3% |
| 7D | +3.2% | -14.0% | +17.2% | +4.8% |
| 30D | +9.3% | -15.9% | +25.2% | +11.1% |
| 3M | +9.8% | +3.4% | +6.4% | +8.7% |
| 6M | +23.3% | +25.9% | -2.6% | +16.9% |
| YTD | +13.7% | +39.5% | -25.8% | +5.7% |
| 1Y | -6.5% | +194.4% | -200.8% | -22.7% |
| 3Y | -25.2% | +281.4% | -306.7% | -44.4% |
| 5Y | -19.5% | +12.8% | -32.3% | -31.5% |
| All | -7.7% | +37.4% | -45.1% | -21.4% |
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