+66.5%
VSH vs CDW
-19.1%
+85.6%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.0% | +5.4% | +5.0% |
| 7D | +4.1% | +3.2% | +0.9% | +2.2% |
| 30D | -4.2% | +9.3% | -13.4% | -9.4% |
| 3M | -50.0% | +9.8% | -59.8% | -53.2% |
| 6M | +80.2% | +23.3% | +56.8% | +50.3% |
| YTD | +121.1% | +13.7% | +107.4% | +92.2% |
| 1Y | +112.0% | -6.5% | +118.5% | +112.1% |
| 3Y | +22.5% | -25.2% | +47.8% | +41.0% |
| All | +66.5% | -19.1% | +85.6% | +80.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling