+219.8%
VT vs CDW
+325.6%
-105.8%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +4.8% | -2.2% | +1.0% |
| 7D | +0.4% | +9.3% | -8.9% | -2.7% |
| 30D | -2.6% | +15.8% | -18.4% | -7.5% |
| 3M | -3.2% | +21.8% | -25.0% | -10.3% |
| 6M | +0.9% | +58.8% | -57.8% | -16.1% |
| YTD | +11.3% | +22.8% | -11.5% | -0.8% |
| 1Y | +14.0% | +17.9% | -3.9% | +3.2% |
| 3Y | +75.8% | -17.4% | +93.3% | +77.4% |
| 5Y | +57.8% | -5.7% | +63.6% | +47.4% |
| 10Y | +219.8% | +319.5% | -99.7% | +101.5% |
| All | +219.8% | +325.6% | -105.8% | +101.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling