+46.5%
VTRS vs CDW
-23.8%
+70.3%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.9% | -0.8% |
| 7D | -3.3% | -7.4% | +4.0% | -1.4% |
| 30D | +1.4% | +5.8% | -4.5% | -0.4% |
| 3M | +4.6% | +10.8% | -6.2% | +0.6% |
| 6M | +18.1% | +21.5% | -3.4% | +7.5% |
| YTD | +34.7% | +6.4% | +28.3% | +28.2% |
| 1Y | +65.6% | -14.8% | +80.4% | +70.1% |
| 3Y | +83.8% | -29.9% | +113.6% | +95.6% |
| 5Y | +46.5% | -22.9% | +69.3% | +44.2% |
| All | +46.5% | -23.8% | +70.3% | +44.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling