-29.5%
CDW vs VYM
+64.8%
-94.3%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.5% | -1.0% | -0.8% |
| 7D | -4.2% | -1.0% | -3.3% | -3.0% |
| 30D | +4.9% | -2.0% | +6.9% | +7.6% |
| 3M | +7.3% | +3.1% | +4.2% | +3.4% |
| 6M | +19.2% | +8.9% | +10.3% | +7.0% |
| YTD | +6.2% | +14.7% | -8.5% | -10.8% |
| 1Y | -14.0% | +19.4% | -33.4% | -31.3% |
| All | -29.5% | +64.8% | -94.3% | -59.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling