+53.6%
VCIT vs CDW
+942.7%
-889.1%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -6.1% | +6.4% | +0.4% |
| 7D | +0.5% | -4.1% | +4.6% | +0.5% |
| 30D | +2.1% | +16.7% | -14.7% | +1.6% |
| 3M | -1.6% | +13.6% | -15.2% | -2.1% |
| 6M | -1.6% | +17.0% | -18.6% | -2.3% |
| YTD | -1.5% | +18.1% | -19.6% | -2.4% |
| 1Y | -0.4% | +10.5% | -10.8% | -1.0% |
| 3Y | +19.6% | -20.9% | +40.5% | +19.8% |
| 5Y | +3.3% | -9.3% | +12.6% | +2.7% |
| 10Y | +28.9% | +310.6% | -281.7% | +26.6% |
| All | +53.6% | +942.7% | -889.1% | +50.5% |
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