+135.1%
VGT vs CDW
-23.8%
+158.9%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.2% | -1.2% | -1.1% |
| 7D | -1.0% | -7.4% | +6.3% | +1.9% |
| 30D | -0.4% | +5.8% | -6.3% | -3.1% |
| 3M | +6.6% | +10.8% | -4.2% | +0.5% |
| 6M | +31.0% | +21.5% | +9.6% | +14.4% |
| YTD | +27.2% | +6.4% | +20.9% | +18.2% |
| 1Y | +34.5% | -14.8% | +49.3% | +40.6% |
| 3Y | +123.1% | -29.9% | +153.0% | +149.4% |
| 5Y | +135.1% | -22.9% | +158.0% | +134.4% |
| All | +135.1% | -23.8% | +158.9% | +134.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling