+293.7%
CDW vs VYM
+209.2%
+84.5%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | +0.7% | +7.2% | +7.1% |
| 7D | +0.9% | -0.8% | +1.7% | +2.0% |
| 30D | +13.1% | -2.2% | +15.3% | +16.3% |
| 3M | +19.7% | +3.1% | +16.6% | +15.6% |
| 6M | +30.7% | +9.7% | +21.0% | +17.2% |
| YTD | +14.7% | +14.9% | -0.2% | -2.6% |
| 1Y | -5.3% | +17.6% | -22.9% | -21.6% |
| 3Y | -23.8% | +65.3% | -89.2% | -57.3% |
| 5Y | -16.8% | +78.7% | -95.5% | -57.0% |
| All | +293.7% | +209.2% | +84.5% | +17.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 VYM 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