+27.4%
VSH vs CDW
-25.3%
+52.8%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.0% | +5.4% | +4.9% |
| 7D | +4.1% | +3.2% | +0.9% | +2.4% |
| 30D | -4.2% | +9.3% | -13.4% | -8.9% |
| 3M | -50.0% | +9.8% | -59.8% | -52.7% |
| 6M | +80.2% | +23.3% | +56.8% | +51.9% |
| YTD | +121.1% | +13.7% | +107.4% | +94.7% |
| 1Y | +112.0% | -6.5% | +118.5% | +118.4% |
| All | +27.4% | -25.3% | +52.8% | +43.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling