+1,112.0%
VST vs CDW
+303.2%
+808.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | -0.9% | +11.4% | +10.8% |
| 7D | -9.8% | +2.1% | -11.9% | -11.2% |
| 30D | -25.1% | +14.7% | -39.9% | -29.6% |
| 3M | -11.6% | +11.1% | -22.7% | -16.5% |
| 6M | -20.9% | +45.6% | -66.5% | -34.4% |
| YTD | -22.3% | +17.1% | -39.4% | -31.4% |
| 1Y | -32.0% | +13.2% | -45.2% | -39.1% |
| 3Y | +262.4% | -22.2% | +284.6% | +273.5% |
| 5Y | +563.4% | -10.1% | +573.5% | +527.5% |
| All | +1,112.0% | +303.2% | +808.9% | +646.5% |
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