-48.6%
VFC vs CDW
+312.7%
-361.3%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.7% | +3.9% | +3.6% |
| 7D | +1.6% | +9.3% | -7.7% | -3.1% |
| 30D | +25.5% | +14.4% | +11.1% | +16.0% |
| 3M | +41.3% | +21.4% | +19.9% | +24.9% |
| 6M | +22.2% | +72.8% | -50.6% | -14.8% |
| YTD | +16.4% | +28.0% | -11.6% | -6.6% |
| 1Y | +38.4% | +19.3% | +19.1% | +16.3% |
| 3Y | +56.2% | -15.3% | +71.5% | +60.9% |
| 5Y | -68.2% | -3.8% | -64.4% | -70.1% |
| All | -48.6% | +312.7% | -361.3% | -71.7% |
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