-68.2%
VFC vs CDW
+282.8%
-351.0%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.0% | +3.4% | +2.9% |
| 7D | -1.6% | +3.2% | -4.8% | -3.4% |
| 30D | -11.6% | +9.3% | -20.9% | -16.5% |
| 3M | -18.1% | +9.8% | -27.9% | -24.0% |
| 6M | -27.4% | +23.3% | -50.7% | -39.7% |
| YTD | -24.8% | +13.7% | -38.5% | -34.9% |
| 1Y | -8.2% | -6.5% | -1.7% | -10.2% |
| 3Y | -29.1% | -25.2% | -3.9% | -21.1% |
| 5Y | -79.2% | -19.5% | -59.7% | -78.3% |
| All | -68.2% | +282.8% | -351.0% | -82.1% |
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