+728.4%
VGT vs CDW
+312.7%
+415.7%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.7% | -1.0% | -1.4% |
| 7D | +2.5% | +9.3% | -6.9% | -1.6% |
| 30D | -9.5% | +14.4% | -23.9% | -15.3% |
| 3M | -9.5% | +21.4% | -30.9% | -18.4% |
| 6M | -1.8% | +72.8% | -74.6% | -27.1% |
| YTD | +18.4% | +28.0% | -9.6% | -1.4% |
| 1Y | +18.7% | +19.3% | -0.6% | +2.7% |
| 3Y | +103.8% | -15.3% | +119.1% | +105.4% |
| 5Y | +104.4% | -3.8% | +108.1% | +88.5% |
| All | +728.4% | +312.7% | +415.7% | +321.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling