-22.0%
VST vs CDW
+19.9%
-42.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.5% | -1.2% |
| 7D | +6.6% | +9.3% | -2.8% | +7.3% |
| 30D | -12.4% | +14.4% | -26.7% | -11.0% |
| 3M | -9.0% | +21.4% | -30.4% | -7.5% |
| 6M | -6.4% | +72.8% | -79.2% | -4.5% |
| YTD | -17.2% | +28.0% | -45.2% | -11.1% |
| 1Y | -22.0% | +19.3% | -41.4% | -14.5% |
| All | -22.0% | +19.9% | -42.0% | -14.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling