+743.6%
VLO vs CDW
+325.6%
+418.0%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +4.8% | -1.9% | +0.8% |
| 7D | -6.5% | +9.3% | -15.8% | -10.9% |
| 30D | -17.8% | +15.8% | -33.5% | -24.2% |
| 3M | +19.6% | +21.8% | -2.2% | +6.4% |
| 6M | +49.3% | +58.8% | -9.5% | +13.3% |
| YTD | +122.4% | +22.8% | +99.6% | +88.1% |
| 1Y | +107.4% | +17.9% | +89.5% | +79.0% |
| 3Y | +223.1% | -17.4% | +240.5% | +225.7% |
| 5Y | +432.2% | -5.7% | +438.0% | +375.1% |
| 10Y | +743.6% | +319.5% | +424.2% | +349.0% |
| All | +743.6% | +325.6% | +418.0% | +349.0% |
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