+409.7%
VUG vs CDW
+263.0%
+146.7%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -5.2% | +4.8% | +1.7% |
| 7D | +0.9% | -3.9% | +4.7% | +2.4% |
| 30D | -1.4% | +6.9% | -8.3% | -4.4% |
| 3M | +2.3% | +7.7% | -5.4% | -2.2% |
| 6M | +15.7% | +18.3% | -2.6% | +3.2% |
| YTD | +8.6% | +7.8% | +0.9% | +0.4% |
| 1Y | +14.1% | -12.2% | +26.2% | +15.3% |
| 3Y | +87.9% | -28.9% | +116.8% | +103.7% |
| 5Y | +76.3% | -22.8% | +99.1% | +79.9% |
| 10Y | +409.7% | +266.1% | +143.6% | +192.7% |
| All | +409.7% | +263.0% | +146.7% | +192.7% |
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 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