+30.6%
VCIT vs CDW
+329.6%
-299.0%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.9% | -3.5% | -0.8% |
| 7D | +0.1% | +13.1% | -13.0% | -0.4% |
| 30D | +1.1% | +19.1% | -18.0% | +0.4% |
| 3M | -1.4% | +24.7% | -26.1% | -2.3% |
| 6M | -2.3% | +63.4% | -65.7% | -4.4% |
| YTD | -1.8% | +26.3% | -28.1% | -3.1% |
| 1Y | -1.0% | +20.6% | -21.6% | -2.1% |
| 3Y | +19.3% | -16.3% | +35.6% | +19.4% |
| 5Y | +3.8% | -3.9% | +7.7% | +2.7% |
| 10Y | +30.6% | +331.5% | -300.9% | +27.6% |
| All | +30.6% | +329.6% | -299.0% | +27.6% |
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