+742.6%
VGT vs CDW
+315.4%
+427.2%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.4% | -0.5% |
| 7D | +5.6% | +9.1% | -3.5% | +1.5% |
| 30D | -10.6% | +13.7% | -24.3% | -16.1% |
| 3M | -6.9% | +27.0% | -33.9% | -17.9% |
| 6M | +0.9% | +75.9% | -74.9% | -25.7% |
| YTD | +20.4% | +28.9% | -8.4% | 0.0% |
| 1Y | +17.4% | +19.6% | -2.2% | +1.5% |
| 3Y | +106.3% | -14.6% | +120.9% | +107.1% |
| 5Y | +107.9% | -3.2% | +111.0% | +91.1% |
| All | +742.6% | +315.4% | +427.2% | +327.0% |
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