+500.1%
VST vs CDW
-8.7%
+508.8%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -6.1% | 0.0% | -4.6% |
| 7D | -19.9% | -4.1% | -15.8% | -19.4% |
| 30D | -29.7% | +16.7% | -46.4% | -33.2% |
| 3M | -19.6% | +13.6% | -33.2% | -23.5% |
| 6M | -29.4% | +17.0% | -46.4% | -35.2% |
| YTD | -29.7% | +18.1% | -47.9% | -36.5% |
| 1Y | -40.0% | +10.5% | -50.5% | -44.1% |
| 3Y | +231.0% | -20.9% | +251.9% | +242.6% |
| 5Y | +500.1% | -9.3% | +509.4% | +458.9% |
| All | +500.1% | -8.7% | +508.8% | +458.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling