+1,740.6%
VRT vs CDW
+108.1%
+1,632.5%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.9% | +4.3% | +3.9% |
| 7D | -21.4% | +2.1% | -23.4% | -22.9% |
| 30D | -25.8% | +14.7% | -40.6% | -31.6% |
| 3M | -33.5% | +11.1% | -44.6% | -38.3% |
| 6M | -49.0% | +45.6% | -94.6% | -60.8% |
| YTD | +12.9% | +17.1% | -4.1% | -6.7% |
| 1Y | 0.0% | +13.2% | -13.1% | -15.4% |
| 3Y | +361.8% | -22.2% | +384.0% | +393.3% |
| 5Y | +565.1% | -10.1% | +575.3% | +568.7% |
| All | +1,740.6% | +108.1% | +1,632.5% | +1,374.8% |
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