+213.7%
VT vs CDW
+303.2%
-89.5%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.1% | +0.5% |
| 7D | -2.3% | +2.1% | -4.4% | -3.2% |
| 30D | -5.0% | +14.7% | -19.7% | -9.5% |
| 3M | -4.9% | +11.1% | -16.0% | -9.2% |
| 6M | -1.5% | +45.6% | -47.1% | -15.8% |
| YTD | +8.5% | +17.1% | -8.6% | -1.8% |
| 1Y | +11.4% | +13.2% | -1.8% | +2.1% |
| 3Y | +70.1% | -22.2% | +92.3% | +75.1% |
| 5Y | +53.7% | -10.1% | +63.8% | +45.8% |
| All | +213.7% | +303.2% | -89.5% | +101.9% |
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 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