+100.2%
VTR vs CDW
+1,014.9%
-914.6%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.9% | -1.9% | 0.0% |
| 7D | +3.8% | +13.1% | -9.3% | -0.7% |
| 30D | +10.1% | +19.1% | -9.0% | +3.2% |
| 3M | -1.2% | +24.7% | -25.9% | -9.5% |
| 6M | +4.8% | +63.4% | -58.6% | -15.0% |
| YTD | +18.9% | +26.3% | -7.4% | +3.7% |
| 1Y | +21.8% | +20.6% | +1.3% | +8.1% |
| 3Y | +132.0% | -16.3% | +148.3% | +129.3% |
| 5Y | +94.7% | -3.9% | +98.6% | +75.3% |
| 10Y | +136.8% | +331.5% | -194.7% | +32.9% |
| All | +100.2% | +1,014.9% | -914.6% | -6.5% |
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