+290.3%
VST vs CDW
-15.4%
+305.8%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.9% | -4.9% | -2.6% |
| 7D | -6.0% | +13.1% | -19.1% | -8.5% |
| 30D | -18.8% | +19.1% | -37.9% | -22.0% |
| 3M | -8.0% | +24.7% | -32.8% | -13.1% |
| 6M | -10.9% | +63.4% | -74.3% | -24.6% |
| YTD | -18.3% | +26.3% | -44.6% | -25.5% |
| 1Y | -29.9% | +20.6% | -50.5% | -34.6% |
| 3Y | +290.3% | -16.3% | +306.6% | +292.2% |
| All | +290.3% | -15.4% | +305.8% | +292.2% |
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