-39.3%
VG vs CDW
-20.7%
-18.7%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.6% | +0.1% |
| 7D | +1.7% | +3.2% | -1.5% | +0.1% |
| 30D | +16.0% | +9.3% | +6.7% | +10.6% |
| 3M | +9.7% | +9.8% | -0.1% | +2.9% |
| 6M | +29.6% | +23.3% | +6.2% | +8.4% |
| YTD | +112.0% | +13.7% | +98.4% | +90.3% |
| 1Y | +12.8% | -6.5% | +19.3% | +24.2% |
| All | -39.3% | -20.7% | -18.7% | -16.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling