-13.3%
VFC vs CDW
-13.2%
-0.1%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -5.2% | +3.3% | -1.1% |
| 7D | +0.8% | -3.9% | +4.7% | +1.4% |
| 30D | -11.9% | +6.9% | -18.8% | -13.0% |
| 3M | -20.2% | +7.7% | -27.8% | -21.8% |
| 6M | -23.0% | +18.3% | -41.3% | -29.5% |
| YTD | -26.2% | +7.8% | -34.0% | -28.7% |
| 1Y | -13.3% | -12.2% | -1.2% | -9.2% |
| All | -13.3% | -13.2% | -0.1% | -9.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling