+609.0%
VUG vs CDW
+933.5%
-324.5%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.9% | +1.8% | +1.2% |
| 7D | -3.4% | +2.1% | -5.5% | -4.4% |
| 30D | -11.1% | +14.7% | -25.8% | -16.1% |
| 3M | -7.2% | +11.1% | -18.4% | -12.1% |
| 6M | -4.1% | +45.6% | -49.7% | -19.9% |
| YTD | +1.4% | +17.1% | -15.7% | -9.7% |
| 1Y | +1.9% | +13.2% | -11.3% | -7.9% |
| 3Y | +77.7% | -22.2% | +99.9% | +83.5% |
| 5Y | +57.6% | -10.1% | +67.7% | +50.6% |
| 10Y | +398.6% | +307.0% | +91.6% | +170.9% |
| All | +609.0% | +933.5% | -324.5% | +232.3% |
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