+1,275.5%
VGT vs CDW
+1,037.5%
+238.0%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.4% | -0.5% |
| 7D | +5.6% | +9.1% | -3.5% | +1.7% |
| 30D | -10.6% | +13.7% | -24.3% | -15.9% |
| 3M | -6.9% | +27.0% | -33.9% | -17.4% |
| 6M | +0.9% | +75.9% | -74.9% | -24.5% |
| YTD | +20.4% | +28.9% | -8.4% | +1.0% |
| 1Y | +17.4% | +19.6% | -2.2% | +2.2% |
| 3Y | +106.3% | -14.6% | +120.9% | +106.6% |
| 5Y | +107.9% | -3.2% | +111.0% | +92.9% |
| 10Y | +730.9% | +321.3% | +409.6% | +313.1% |
| All | +1,275.5% | +1,037.5% | +238.0% | +471.2% |
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