+213.0%
VT vs CDW
+306.8%
-93.8%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -6.1% | +2.1% | -2.1% |
| 7D | -4.2% | -4.1% | 0.0% | -3.2% |
| 30D | -5.8% | +16.7% | -22.5% | -10.8% |
| 3M | -5.2% | +13.6% | -18.8% | -10.2% |
| 6M | +0.1% | +17.0% | -16.9% | -8.5% |
| YTD | +8.2% | +18.1% | -9.9% | -2.3% |
| 1Y | +10.1% | +10.5% | -0.3% | +2.0% |
| 3Y | +69.7% | -20.9% | +90.6% | +73.7% |
| 5Y | +53.4% | -9.3% | +62.7% | +45.1% |
| All | +213.0% | +306.8% | -93.8% | +100.9% |
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