-11.5%
VRSK vs CDW
-23.8%
+12.3%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.2% | -1.4% | -1.2% |
| 7D | -7.7% | -7.4% | -0.4% | -6.1% |
| 30D | -2.8% | +5.8% | -8.7% | -4.1% |
| 3M | -3.7% | +10.8% | -14.5% | -6.3% |
| 6M | -12.8% | +21.5% | -34.2% | -17.3% |
| YTD | -21.0% | +6.4% | -27.3% | -23.3% |
| 1Y | -32.5% | -14.8% | -17.7% | -31.2% |
| 3Y | -26.5% | -29.9% | +3.3% | -23.9% |
| 5Y | -11.5% | -22.9% | +11.4% | -14.7% |
| All | -11.5% | -23.8% | +12.3% | -14.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling