+289.6%
VTI vs CDW
+312.7%
-23.1%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.3% | -0.2% |
| 7D | +2.5% | +9.3% | -6.8% | -0.7% |
| 30D | -1.5% | +14.4% | -15.9% | -6.7% |
| 3M | -3.2% | +21.4% | -24.6% | -11.0% |
| 6M | +2.3% | +72.8% | -70.5% | -19.6% |
| YTD | +11.6% | +28.0% | -16.4% | -3.4% |
| 1Y | +13.8% | +19.3% | -5.6% | +1.4% |
| 3Y | +77.4% | -15.3% | +92.7% | +77.8% |
| 5Y | +64.6% | -3.8% | +68.3% | +52.1% |
| All | +289.6% | +312.7% | -23.1% | +123.1% |
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