+900.2%
VLO vs CDW
+263.0%
+637.2%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -5.2% | +8.5% | +5.7% |
| 7D | +5.8% | -3.9% | +9.6% | +7.5% |
| 30D | +28.3% | +6.9% | +21.4% | +23.4% |
| 3M | +48.7% | +7.7% | +41.1% | +40.6% |
| 6M | +71.9% | +18.3% | +53.6% | +50.8% |
| YTD | +138.7% | +7.8% | +130.9% | +118.2% |
| 1Y | +148.5% | -12.2% | +160.6% | +152.0% |
| 3Y | +192.7% | -28.9% | +221.6% | +222.1% |
| 5Y | +601.6% | -22.8% | +624.4% | +606.4% |
| 10Y | +900.2% | +266.1% | +634.1% | +426.5% |
| All | +900.2% | +263.0% | +637.2% | +426.5% |
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