-22.9%
CDW vs VYM
+75.8%
-98.6%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.8% |
| 7D | -7.4% | -1.9% | -5.5% | -5.1% |
| 30D | +5.8% | -2.6% | +8.4% | +9.4% |
| 3M | +10.8% | +3.6% | +7.2% | +6.1% |
| 6M | +21.5% | +8.7% | +12.8% | +9.3% |
| YTD | +6.4% | +14.1% | -7.8% | -9.9% |
| 1Y | -14.8% | +17.8% | -32.6% | -30.6% |
| 3Y | -29.9% | +64.5% | -94.4% | -61.9% |
| 5Y | -22.9% | +77.5% | -100.4% | -61.8% |
| All | -22.9% | +75.8% | -98.6% | -61.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling