+131.1%
VSH vs CDW
+316.1%
-185.0%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +2.2% | +6.6% | +7.4% |
| 7D | +12.8% | +2.6% | +10.2% | +11.8% |
| 30D | -9.0% | +20.4% | -29.4% | -19.3% |
| 3M | -12.2% | +28.5% | -40.7% | -26.2% |
| 6M | -15.9% | +70.6% | -86.5% | -42.8% |
| YTD | +103.2% | +29.1% | +74.1% | +57.8% |
| 1Y | +108.4% | +23.8% | +84.6% | +67.1% |
| 3Y | +41.6% | -14.5% | +56.0% | +46.6% |
| 5Y | +54.6% | -1.6% | +56.2% | +41.3% |
| All | +131.1% | +316.1% | -185.0% | +3.8% |
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 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