+31.4%
VCIT vs CDW
+315.4%
-284.0%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.7% |
| 7D | -1.4% | +9.1% | -10.5% | -1.7% |
| 30D | +0.8% | +13.7% | -12.9% | +0.2% |
| 3M | -1.7% | +27.0% | -28.8% | -2.8% |
| 6M | -2.1% | +75.9% | -77.9% | -4.5% |
| YTD | -2.0% | +28.9% | -30.9% | -3.4% |
| 1Y | -1.5% | +19.6% | -21.1% | -2.5% |
| 3Y | +19.0% | -14.6% | +33.6% | +19.0% |
| 5Y | +3.8% | -3.2% | +6.9% | +2.7% |
| All | +31.4% | +315.4% | -284.0% | +26.4% |
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