+121.0%
VTR vs CDW
+312.7%
-191.7%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.2% | -0.6% |
| 7D | +0.2% | +9.3% | -9.1% | -2.9% |
| 30D | +5.5% | +14.4% | -8.9% | 0.0% |
| 3M | -0.9% | +21.4% | -22.3% | -8.9% |
| 6M | -0.4% | +72.8% | -73.2% | -22.1% |
| YTD | +17.0% | +28.0% | -11.0% | +0.6% |
| 1Y | +18.0% | +19.3% | -1.4% | +4.4% |
| 3Y | +127.4% | -15.3% | +142.7% | +124.1% |
| 5Y | +92.3% | -3.8% | +96.1% | +70.6% |
| All | +121.0% | +312.7% | -191.7% | +44.7% |
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