+293.7%
CDW vs VTEB
+17.9%
+275.8%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | +0.4% | +7.5% | +7.6% |
| 7D | +0.9% | -0.9% | +1.8% | +1.6% |
| 30D | +13.1% | -2.5% | +15.6% | +15.2% |
| 3M | +19.7% | -3.0% | +22.6% | +22.3% |
| 6M | +30.7% | -2.1% | +32.8% | +32.8% |
| YTD | +14.7% | -1.5% | +16.2% | +16.0% |
| 1Y | -5.3% | +0.2% | -5.5% | -5.4% |
| 3Y | -23.8% | +8.6% | -32.4% | -28.8% |
| 5Y | -16.8% | +1.2% | -18.0% | -18.2% |
| All | +293.7% | +17.9% | +275.8% | +329.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VTEB.
Daily Out/Under-Performance
Portfolio return minus VTEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTEB 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 VTEB 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