+202.4%
VLO vs CDW
-25.3%
+227.8%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | +0.3% |
| 7D | +5.2% | +3.2% | +2.0% | +4.3% |
| 30D | +22.6% | +9.3% | +13.3% | +19.3% |
| 3M | +43.8% | +9.8% | +34.0% | +38.8% |
| 6M | +65.7% | +23.3% | +42.4% | +52.4% |
| YTD | +131.1% | +13.7% | +117.4% | +117.8% |
| 1Y | +143.6% | -6.5% | +150.1% | +147.5% |
| All | +202.4% | -25.3% | +227.8% | +218.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling