+53.4%
VT vs CDW
-8.7%
+62.1%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -6.1% | +2.1% | -2.6% |
| 7D | -4.2% | -4.1% | 0.0% | -3.4% |
| 30D | -5.8% | +16.7% | -22.5% | -9.7% |
| 3M | -5.2% | +13.6% | -18.8% | -9.0% |
| 6M | +0.1% | +17.0% | -16.9% | -6.4% |
| YTD | +8.2% | +18.1% | -9.9% | +0.1% |
| 1Y | +10.1% | +10.5% | -0.3% | +4.4% |
| 3Y | +69.7% | -20.9% | +90.6% | +75.3% |
| 5Y | +53.4% | -9.3% | +62.7% | +41.2% |
| All | +53.4% | -8.7% | +62.1% | +41.2% |
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