+444.2%
V vs CDW
+325.6%
+118.6%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.8% | -5.0% | -1.9% |
| 7D | -0.8% | +9.3% | -10.1% | -4.2% |
| 30D | +9.5% | +15.8% | -6.3% | +3.2% |
| 3M | +16.7% | +21.8% | -5.1% | +6.9% |
| 6M | +32.9% | +58.8% | -25.8% | +7.5% |
| YTD | +21.1% | +22.8% | -1.7% | +6.4% |
| 1Y | +26.6% | +17.9% | +8.7% | +13.1% |
| 3Y | +78.4% | -17.4% | +95.8% | +78.5% |
| 5Y | +105.5% | -5.7% | +111.2% | +87.7% |
| 10Y | +444.2% | +319.5% | +124.8% | +213.2% |
| All | +444.2% | +325.6% | +118.6% | +213.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CDW.
Daily Out/Under-Performance
Portfolio return minus CDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDW 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 CDW 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