-50.0%
VTRS vs CDW
+300.6%
-350.5%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +7.8% | -7.1% | -1.9% |
| 7D | -2.2% | +0.9% | -3.1% | -2.6% |
| 30D | +3.3% | +13.1% | -9.7% | -1.4% |
| 3M | +2.0% | +19.7% | -17.7% | -5.5% |
| 6M | +19.9% | +30.7% | -10.8% | +4.7% |
| YTD | +35.7% | +14.7% | +21.0% | +24.3% |
| 1Y | +68.1% | -5.3% | +73.4% | +65.1% |
| 3Y | +87.1% | -23.8% | +110.9% | +95.0% |
| 5Y | +47.6% | -16.8% | +64.5% | +44.9% |
| All | -50.0% | +300.6% | -350.5% | -70.6% |
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