+228.7%
VTV vs CDW
+300.6%
-71.9%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +7.8% | -7.1% | -1.8% |
| 7D | -1.1% | +0.9% | -2.0% | -1.5% |
| 30D | -1.0% | +13.1% | -14.1% | -5.3% |
| 3M | +4.6% | +19.7% | -15.0% | -2.6% |
| 6M | +13.5% | +30.7% | -17.2% | +0.1% |
| YTD | +18.5% | +14.7% | +3.8% | +9.1% |
| 1Y | +22.9% | -5.3% | +28.2% | +21.0% |
| 3Y | +67.8% | -23.8% | +91.7% | +74.6% |
| 5Y | +81.8% | -16.8% | +98.7% | +77.8% |
| All | +228.7% | +300.6% | -71.9% | +94.1% |
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