+132.8%
VTR vs CDW
-29.2%
+162.1%
-16.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -5.2% | +4.7% | -0.3% |
| 7D | -2.4% | -3.9% | +1.5% | -2.3% |
| 30D | -3.7% | +6.9% | -10.6% | -3.9% |
| 3M | +13.5% | +7.7% | +5.8% | +13.1% |
| 6M | +7.2% | +18.3% | -11.1% | +5.8% |
| YTD | +17.6% | +7.8% | +9.8% | +17.0% |
| 1Y | +35.4% | -12.2% | +47.6% | +37.7% |
| 3Y | +132.8% | -28.9% | +161.8% | +127.8% |
| All | +132.8% | -29.2% | +162.1% | +127.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling