+628.7%
VUG vs CDW
+983.6%
-354.9%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +4.8% | -2.1% | +1.0% |
| 7D | +0.5% | +9.3% | -8.8% | -3.1% |
| 30D | -8.2% | +15.8% | -24.0% | -13.6% |
| 3M | -5.4% | +21.8% | -27.2% | -13.4% |
| 6M | -2.5% | +58.8% | -61.3% | -21.3% |
| YTD | +4.2% | +22.8% | -18.6% | -8.8% |
| 1Y | +5.0% | +17.9% | -12.9% | -6.5% |
| 3Y | +81.7% | -17.4% | +99.2% | +83.3% |
| 5Y | +62.5% | -5.7% | +68.3% | +52.6% |
| 10Y | +396.3% | +319.5% | +76.8% | +166.3% |
| All | +628.7% | +983.6% | -354.9% | +235.4% |
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