-68.4%
VFC vs CDW
-4.0%
-64.4%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.7% | +3.9% | +3.6% |
| 7D | +1.6% | +9.3% | -7.7% | -2.9% |
| 30D | +25.5% | +14.4% | +11.1% | +16.5% |
| 3M | +41.3% | +21.4% | +19.9% | +25.7% |
| 6M | +22.2% | +72.8% | -50.6% | -15.1% |
| YTD | +16.4% | +28.0% | -11.6% | -6.4% |
| 1Y | +38.4% | +19.3% | +19.1% | +17.5% |
| 3Y | +56.2% | -15.3% | +71.5% | +62.2% |
| All | -68.4% | -4.0% | -64.4% | -71.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling