+293.0%
CDW vs VT
+215.5%
+77.5%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.2% | -1.1% | -1.1% |
| 7D | +2.1% | -2.3% | +4.4% | +5.1% |
| 30D | +14.7% | -5.0% | +19.7% | +21.9% |
| 3M | +11.1% | -4.9% | +16.0% | +18.1% |
| 6M | +45.6% | -1.5% | +47.1% | +48.1% |
| YTD | +17.1% | +8.5% | +8.6% | +5.3% |
| 1Y | +13.2% | +11.4% | +1.8% | -1.4% |
| 3Y | -22.2% | +70.1% | -92.3% | -58.5% |
| 5Y | -10.1% | +53.7% | -63.8% | -45.7% |
| All | +293.0% | +215.5% | +77.5% | +24.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 10y: compounded portfolio wealth divided by compounded VT 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…
10y analysis · Full analysis span regression · 6 months rolling