+368.5%
VTV vs CDW
+1,030.0%
-661.4%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.9% | +0.4% |
| 7D | +2.9% | +9.3% | -6.4% | +0.1% |
| 30D | +3.8% | +14.4% | -10.6% | -0.8% |
| 3M | +1.6% | +21.4% | -19.9% | -5.4% |
| 6M | +11.2% | +72.8% | -61.6% | -9.1% |
| YTD | +22.0% | +28.0% | -6.0% | +8.1% |
| 1Y | +24.9% | +19.3% | +5.5% | +13.4% |
| 3Y | +78.5% | -15.3% | +93.8% | +78.2% |
| 5Y | +77.8% | -3.8% | +81.6% | +65.4% |
| 10Y | +231.1% | +318.5% | -87.5% | +87.3% |
| All | +368.5% | +1,030.0% | -661.4% | +131.5% |
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