+143.6%
VMC vs CDW
+271.4%
-127.8%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.1% | +0.2% |
| 7D | -3.7% | -7.4% | +3.7% | -0.9% |
| 30D | -12.8% | +5.8% | -18.6% | -15.0% |
| 3M | -7.9% | +10.8% | -18.7% | -12.9% |
| 6M | -7.5% | +21.5% | -29.0% | -18.2% |
| YTD | -11.6% | +6.4% | -18.0% | -17.4% |
| 1Y | -14.3% | -14.8% | +0.5% | -12.3% |
| 3Y | +18.5% | -29.9% | +48.4% | +28.0% |
| 5Y | +46.8% | -22.9% | +69.6% | +48.2% |
| All | +143.6% | +271.4% | -127.8% | +48.2% |
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 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