+383.5%
V vs CDW
+285.0%
+98.5%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | 0.0% | -0.6% |
| 7D | -1.7% | +3.2% | -4.9% | -2.9% |
| 30D | +2.0% | +9.3% | -7.3% | -1.8% |
| 3M | +17.4% | +9.8% | +7.6% | +11.7% |
| 6M | +17.5% | +23.3% | -5.8% | +4.2% |
| YTD | +7.6% | +13.7% | -6.1% | -1.9% |
| 1Y | +7.7% | -6.5% | +14.2% | +6.2% |
| 3Y | +54.7% | -25.2% | +79.9% | +62.4% |
| 5Y | +73.0% | -19.5% | +92.5% | +70.7% |
| All | +383.5% | +285.0% | +98.5% | +164.9% |
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