+897.3%
VST vs CDW
+290.1%
+607.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -6.1% | 0.0% | -4.1% |
| 7D | -19.9% | -4.1% | -15.8% | -19.5% |
| 30D | -29.7% | +16.7% | -46.4% | -34.2% |
| 3M | -19.6% | +13.6% | -33.2% | -24.6% |
| 6M | -29.4% | +17.0% | -46.4% | -36.7% |
| YTD | -29.7% | +18.1% | -47.9% | -38.1% |
| 1Y | -40.0% | +10.5% | -50.5% | -45.6% |
| 3Y | +231.0% | -20.9% | +251.9% | +239.2% |
| 5Y | +500.1% | -9.3% | +509.4% | +465.9% |
| 10Y | +1,004.2% | +310.6% | +693.6% | +491.4% |
| All | +897.3% | +290.1% | +607.2% | +461.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling