+125.7%
VMC vs CDW
+312.7%
-187.0%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | -0.3% |
| 7D | -1.3% | +9.3% | -10.6% | -4.5% |
| 30D | +15.5% | +14.4% | +1.1% | +9.4% |
| 3M | +0.6% | +21.4% | -20.8% | -7.6% |
| 6M | +2.1% | +72.8% | -70.7% | -20.4% |
| YTD | -1.6% | +28.0% | -29.6% | -15.0% |
| 1Y | -1.2% | +19.3% | -20.5% | -12.0% |
| 3Y | +35.3% | -15.3% | +50.6% | +35.1% |
| 5Y | +43.6% | -3.8% | +47.4% | +32.2% |
| All | +125.7% | +312.7% | -187.0% | +29.9% |
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