+863.2%
CDW vs VT
+315.0%
+548.2%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.0% |
| 7D | +3.2% | +0.4% | +2.7% | +2.7% |
| 30D | +9.3% | +1.0% | +8.3% | +8.2% |
| 3M | +9.8% | +2.4% | +7.4% | +6.7% |
| 6M | +23.3% | +12.0% | +11.3% | +7.5% |
| YTD | +13.7% | +15.3% | -1.7% | -4.3% |
| 1Y | -6.5% | +22.6% | -29.1% | -26.3% |
| 3Y | -25.2% | +74.7% | -99.9% | -60.1% |
| 5Y | -19.5% | +66.1% | -85.6% | -54.4% |
| 10Y | +285.8% | +225.0% | +60.8% | +13.0% |
| All | +863.2% | +315.0% | +548.2% | +140.4% |
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