+455.4%
V vs CDW
+329.0%
+126.4%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.9% | -2.5% | -0.7% |
| 7D | +0.8% | +13.1% | -12.3% | -3.9% |
| 30D | +9.9% | +19.1% | -9.2% | +2.5% |
| 3M | +17.5% | +24.7% | -7.2% | +6.7% |
| 6M | +33.5% | +63.4% | -29.9% | +6.8% |
| YTD | +21.6% | +26.3% | -4.8% | +5.7% |
| 1Y | +27.6% | +20.6% | +7.0% | +13.0% |
| 3Y | +76.4% | -16.3% | +92.7% | +76.1% |
| 5Y | +103.8% | -3.9% | +107.8% | +85.1% |
| All | +455.4% | +329.0% | +126.4% | +214.0% |
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