+190.6%
VSH vs CDW
+903.1%
-712.5%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.0% | +5.4% | +5.0% |
| 7D | +4.1% | +3.2% | +0.9% | +2.0% |
| 30D | -4.2% | +9.3% | -13.4% | -9.8% |
| 3M | -50.0% | +9.8% | -59.8% | -53.6% |
| 6M | +80.2% | +23.3% | +56.8% | +49.6% |
| YTD | +121.1% | +13.7% | +107.4% | +90.6% |
| 1Y | +112.0% | -6.5% | +118.5% | +107.0% |
| 3Y | +22.5% | -25.2% | +47.8% | +38.1% |
| 5Y | +64.0% | -19.5% | +83.5% | +73.0% |
| 10Y | +170.4% | +285.8% | -115.4% | +33.9% |
| All | +190.6% | +903.1% | -712.5% | +37.8% |
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