+133.2%
VNQ vs CDW
+851.1%
-717.9%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -5.2% | +5.1% | +1.5% |
| 7D | -0.4% | -3.9% | +3.5% | +0.8% |
| 30D | -2.5% | +6.9% | -9.4% | -4.9% |
| 3M | +1.4% | +7.7% | -6.3% | -2.0% |
| 6M | +4.6% | +18.3% | -13.8% | -4.3% |
| YTD | +10.5% | +7.8% | +2.8% | +4.1% |
| 1Y | +8.4% | -12.2% | +20.6% | +9.2% |
| 3Y | +32.4% | -28.9% | +61.4% | +40.4% |
| 5Y | +5.5% | -22.8% | +28.3% | +6.3% |
| 10Y | +59.1% | +266.1% | -207.0% | +2.4% |
| All | +133.2% | +851.1% | -717.9% | +31.3% |
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 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