+901.2%
CDW vs VT
+289.5%
+611.8%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -4.1% | -2.1% | -1.7% |
| 7D | -4.1% | -4.2% | 0.0% | +0.8% |
| 30D | +16.7% | -5.8% | +22.5% | +25.0% |
| 3M | +13.6% | -5.2% | +18.8% | +21.0% |
| 6M | +17.0% | +0.1% | +16.9% | +16.1% |
| YTD | +18.1% | +8.2% | +9.9% | +7.0% |
| 1Y | +10.5% | +10.1% | +0.3% | -1.9% |
| 3Y | -20.9% | +69.7% | -90.6% | -56.3% |
| 5Y | -9.3% | +53.4% | -62.7% | -43.8% |
| 10Y | +310.6% | +219.2% | +91.3% | +24.1% |
| All | +901.2% | +289.5% | +611.8% | +168.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling