+140.3%
VMC vs CDW
+325.6%
-185.4%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +4.8% | -2.3% | +0.8% |
| 7D | +0.3% | +9.3% | -9.0% | -3.1% |
| 30D | +18.6% | +15.8% | +2.8% | +11.8% |
| 3M | +2.0% | +21.8% | -19.7% | -6.4% |
| 6M | +2.6% | +58.8% | -56.2% | -17.1% |
| YTD | +2.3% | +22.8% | -20.5% | -10.2% |
| 1Y | +1.7% | +17.9% | -16.2% | -9.2% |
| 3Y | +41.7% | -17.4% | +59.1% | +42.6% |
| 5Y | +46.6% | -5.7% | +52.4% | +35.9% |
| 10Y | +140.3% | +319.5% | -179.2% | +47.3% |
| All | +140.3% | +325.6% | -185.4% | +47.3% |
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