+28.8%
VCIT vs CDW
+283.9%
-255.2%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | 0.0% |
| 7D | -0.3% | +3.2% | -3.5% | -0.5% |
| 30D | -0.8% | +9.3% | -10.0% | -1.1% |
| 3M | -1.0% | +9.8% | -10.8% | -1.5% |
| 6M | -1.8% | +23.3% | -25.2% | -2.9% |
| YTD | -0.7% | +13.7% | -14.3% | -1.5% |
| 1Y | +1.0% | -6.5% | +7.5% | +0.9% |
| 3Y | +18.8% | -25.2% | +44.1% | +19.6% |
| 5Y | +3.5% | -19.5% | +23.0% | +3.2% |
| All | +28.8% | +283.9% | -255.2% | +24.9% |
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