+373.4%
VST vs CDW
-25.3%
+398.8%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.0% | +4.5% | +3.8% |
| 7D | +8.9% | +3.2% | +5.7% | +8.0% |
| 30D | +6.2% | +9.3% | -3.1% | +3.7% |
| 3M | -2.7% | +9.8% | -12.5% | -5.9% |
| 6M | -8.4% | +23.3% | -31.7% | -16.9% |
| YTD | -7.2% | +13.7% | -20.9% | -13.1% |
| 1Y | -20.9% | -6.5% | -14.4% | -18.2% |
| All | +373.4% | -25.3% | +398.8% | +395.1% |
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