+98.9%
VTR vs CDW
+903.1%
-804.2%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.0% | -1.0% | -1.7% |
| 7D | -1.7% | +3.2% | -4.9% | -2.8% |
| 30D | -2.4% | +9.3% | -11.7% | -5.8% |
| 3M | +14.8% | +9.8% | +5.0% | +9.6% |
| 6M | +5.3% | +23.3% | -18.0% | -6.3% |
| YTD | +18.1% | +13.7% | +4.4% | +7.8% |
| 1Y | +36.7% | -6.5% | +43.2% | +34.1% |
| 3Y | +130.1% | -25.2% | +155.3% | +138.8% |
| 5Y | +89.5% | -19.5% | +109.0% | +84.5% |
| 10Y | +87.4% | +285.8% | -198.5% | +10.2% |
| All | +98.9% | +903.1% | -804.2% | -2.8% |
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 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