+2,826.7%
VRT vs CDW
+91.5%
+2,735.2%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -5.2% | +8.9% | +6.2% |
| 7D | +13.6% | -3.9% | +17.5% | +15.6% |
| 30D | +6.8% | +6.9% | -0.1% | +2.6% |
| 3M | -3.2% | +7.7% | -10.9% | -9.8% |
| 6M | +20.3% | +18.3% | +2.0% | +1.4% |
| YTD | +79.6% | +7.8% | +71.8% | +57.0% |
| 1Y | +139.0% | -12.2% | +151.2% | +138.0% |
| 3Y | +644.6% | -28.9% | +673.6% | +747.0% |
| 5Y | +1,024.4% | -22.8% | +1,047.1% | +1,125.4% |
| All | +2,826.7% | +91.5% | +2,735.2% | +2,382.2% |
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