+54.8%
VCIT vs CDW
+903.1%
-848.3%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | 0.0% |
| 7D | -0.3% | +3.2% | -3.5% | -0.4% |
| 30D | -0.8% | +9.3% | -10.0% | -1.1% |
| 3M | -1.0% | +9.8% | -10.8% | -1.4% |
| 6M | -1.8% | +23.3% | -25.2% | -2.7% |
| YTD | -0.7% | +13.7% | -14.3% | -1.4% |
| 1Y | +1.0% | -6.5% | +7.5% | +0.9% |
| 3Y | +18.8% | -25.2% | +44.1% | +19.4% |
| 5Y | +3.5% | -19.5% | +23.0% | +3.3% |
| 10Y | +29.2% | +285.8% | -256.6% | +27.1% |
| All | +54.8% | +903.1% | -848.3% | +52.0% |
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 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