+167.9%
VSH vs CDW
+263.0%
-95.0%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -5.2% | +4.1% | +2.2% |
| 7D | +6.2% | -3.9% | +10.1% | +8.6% |
| 30D | -11.1% | +6.9% | -18.0% | -15.4% |
| 3M | -44.9% | +7.7% | -52.6% | -48.9% |
| 6M | +90.0% | +18.3% | +71.6% | +58.8% |
| YTD | +118.8% | +7.8% | +111.0% | +92.1% |
| 1Y | +109.0% | -12.2% | +121.1% | +111.8% |
| 3Y | +35.6% | -28.9% | +64.6% | +59.0% |
| 5Y | +66.7% | -22.8% | +89.5% | +79.6% |
| 10Y | +167.9% | +266.1% | -98.1% | +20.7% |
| All | +167.9% | +263.0% | -95.0% | +20.7% |
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 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