+305.4%
VT vs CDW
+1,010.9%
-705.5%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +12.7% | -11.0% | -2.3% |
| 7D | -0.3% | +3.7% | -4.0% | -1.8% |
| 30D | -1.4% | +26.0% | -27.4% | -8.9% |
| 3M | -1.4% | +10.1% | -11.5% | -5.6% |
| 6M | +5.5% | +26.1% | -20.6% | -5.8% |
| YTD | +12.8% | +25.9% | -13.0% | 0.0% |
| 1Y | +15.4% | +21.5% | -6.1% | +3.5% |
| 3Y | +76.9% | -15.7% | +92.6% | +76.9% |
| 5Y | +60.4% | -2.3% | +62.7% | +48.7% |
| 10Y | +232.8% | +337.4% | -104.6% | +83.0% |
| All | +305.4% | +1,010.9% | -705.5% | +94.6% |
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