+214.7%
VRSK vs CDW
+851.1%
-636.4%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -5.2% | -0.4% | -4.0% |
| 7D | -9.7% | -3.9% | -5.8% | -8.6% |
| 30D | -8.5% | +6.9% | -15.4% | -10.4% |
| 3M | -1.7% | +7.7% | -9.4% | -4.4% |
| 6M | -17.9% | +18.3% | -36.2% | -23.3% |
| YTD | -21.1% | +7.8% | -28.9% | -24.6% |
| 1Y | -35.1% | -12.2% | -23.0% | -34.3% |
| 3Y | -26.7% | -28.9% | +2.3% | -22.9% |
| 5Y | -12.0% | -22.8% | +10.8% | -12.0% |
| 10Y | +122.9% | +266.1% | -143.2% | +39.3% |
| All | +214.7% | +851.1% | -636.4% | +77.5% |
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