+477.5%
VMC vs CDW
+903.1%
-425.6%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.0% | +1.9% | +1.3% |
| 7D | -4.3% | +3.2% | -7.5% | -5.5% |
| 30D | -8.2% | +9.3% | -17.5% | -11.7% |
| 3M | -7.0% | +9.8% | -16.8% | -11.6% |
| 6M | -10.8% | +23.3% | -34.1% | -21.0% |
| YTD | -7.4% | +13.7% | -21.0% | -15.4% |
| 1Y | -9.5% | -6.5% | -3.0% | -11.0% |
| 3Y | +20.5% | -25.2% | +45.7% | +26.7% |
| 5Y | +51.6% | -19.5% | +71.1% | +51.4% |
| 10Y | +150.0% | +285.8% | -135.8% | +34.9% |
| All | +477.5% | +903.1% | -425.6% | +175.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling