+769.3%
VST vs CDW
-19.1%
+788.5%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.0% | +4.5% | +3.8% |
| 7D | +8.9% | +3.2% | +5.7% | +7.9% |
| 30D | +6.2% | +9.3% | -3.1% | +3.2% |
| 3M | -2.7% | +9.8% | -12.5% | -6.6% |
| 6M | -8.4% | +23.3% | -31.7% | -17.8% |
| YTD | -7.2% | +13.7% | -20.9% | -14.3% |
| 1Y | -20.9% | -6.5% | -14.4% | -20.3% |
| 3Y | +384.0% | -25.2% | +409.2% | +414.4% |
| All | +769.3% | -19.1% | +788.5% | +773.4% |
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