+387.0%
VIAV vs CDW
+271.4%
+115.6%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +0.2% | -4.7% | -4.6% |
| 7D | +11.2% | -7.4% | +18.6% | +14.8% |
| 30D | -2.6% | +5.8% | -8.4% | -6.1% |
| 3M | -20.1% | +10.8% | -30.9% | -25.9% |
| 6M | +25.8% | +21.5% | +4.4% | +7.7% |
| YTD | +109.9% | +6.4% | +103.5% | +91.1% |
| 1Y | +214.3% | -14.8% | +229.1% | +222.1% |
| 3Y | +281.6% | -29.9% | +311.5% | +324.1% |
| 5Y | +132.6% | -22.9% | +155.4% | +139.0% |
| All | +387.0% | +271.4% | +115.6% | +141.0% |
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