-32.7%
VTRS vs CDW
+851.1%
-883.8%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -5.2% | +3.6% | +0.2% |
| 7D | -0.1% | -3.9% | +3.8% | +1.2% |
| 30D | +1.9% | +6.9% | -5.0% | -1.0% |
| 3M | +5.1% | +7.7% | -2.6% | +0.9% |
| 6M | +20.1% | +18.3% | +1.7% | +8.3% |
| YTD | +36.6% | +7.8% | +28.8% | +27.4% |
| 1Y | +64.1% | -12.2% | +76.3% | +65.4% |
| 3Y | +86.4% | -28.9% | +115.3% | +99.3% |
| 5Y | +40.9% | -22.8% | +63.7% | +42.2% |
| 10Y | -48.7% | +266.1% | -314.8% | -73.9% |
| All | -32.7% | +851.1% | -883.8% | -72.7% |
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