-35.7%
VFC vs CDW
+933.5%
-969.2%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.0% | +0.6% |
| 7D | +11.2% | +2.1% | +9.1% | +9.6% |
| 30D | +41.5% | +14.7% | +26.8% | +31.3% |
| 3M | +38.9% | +11.1% | +27.8% | +29.3% |
| 6M | +6.1% | +45.6% | -39.4% | -16.8% |
| YTD | +14.5% | +17.1% | -2.6% | -2.1% |
| 1Y | +46.0% | +13.2% | +32.8% | +27.4% |
| 3Y | +36.4% | -22.2% | +58.6% | +46.2% |
| 5Y | -67.5% | -10.1% | -57.4% | -68.1% |
| 10Y | -45.8% | +307.0% | -352.8% | -70.1% |
| All | -35.7% | +933.5% | -969.2% | -69.2% |
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