+32.7%
VFC vs CDW
+22.8%
+9.8%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.2% | -2.8% | -2.9% |
| 7D | -1.4% | +9.1% | -10.5% | -2.5% |
| 30D | +24.6% | +13.7% | +10.9% | +22.6% |
| 3M | +38.4% | +27.0% | +11.4% | +34.5% |
| 6M | +15.3% | +75.9% | -60.6% | +5.5% |
| YTD | +12.7% | +28.9% | -16.1% | +10.2% |
| 1Y | +32.7% | +19.6% | +13.1% | +43.5% |
| All | +32.7% | +22.8% | +9.8% | +43.5% |
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 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