+908.4%
V vs CDW
+933.5%
-25.1%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | +0.3% |
| 7D | +2.2% | +2.1% | +0.1% | +1.2% |
| 30D | +13.6% | +14.7% | -1.2% | +7.5% |
| 3M | +14.3% | +11.1% | +3.2% | +8.5% |
| 6M | +33.1% | +45.6% | -12.5% | +11.7% |
| YTD | +21.2% | +17.1% | +4.1% | +8.6% |
| 1Y | +26.4% | +13.2% | +13.3% | +14.8% |
| 3Y | +77.6% | -22.2% | +99.8% | +81.7% |
| 5Y | +102.6% | -10.1% | +112.7% | +89.7% |
| 10Y | +464.4% | +307.0% | +157.4% | +186.4% |
| All | +908.4% | +933.5% | -25.1% | +308.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling