-57.8%
VFC vs CDW
+903.1%
-960.9%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.0% | +3.4% | +2.9% |
| 7D | -1.6% | +3.2% | -4.8% | -3.2% |
| 30D | -11.6% | +9.3% | -20.9% | -16.2% |
| 3M | -18.1% | +9.8% | -27.9% | -23.6% |
| 6M | -27.4% | +23.3% | -50.7% | -38.8% |
| YTD | -24.8% | +13.7% | -38.5% | -34.1% |
| 1Y | -8.2% | -6.5% | -1.7% | -10.1% |
| 3Y | -29.1% | -25.2% | -3.9% | -21.6% |
| 5Y | -79.2% | -19.5% | -59.7% | -78.2% |
| 10Y | -68.1% | +285.8% | -353.9% | -81.8% |
| All | -57.8% | +903.1% | -960.9% | -79.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling