+662.4%
VUG vs CDW
+903.1%
-240.7%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.5% | -0.1% |
| 7D | -0.1% | +3.2% | -3.3% | -1.3% |
| 30D | -0.3% | +9.3% | -9.6% | -4.0% |
| 3M | -0.7% | +9.8% | -10.5% | -5.5% |
| 6M | +14.6% | +23.3% | -8.7% | +1.4% |
| YTD | +9.0% | +13.7% | -4.6% | -0.8% |
| 1Y | +14.9% | -6.5% | +21.3% | +13.2% |
| 3Y | +86.0% | -25.2% | +111.3% | +97.0% |
| 5Y | +76.7% | -19.5% | +96.2% | +78.1% |
| 10Y | +411.3% | +285.8% | +125.5% | +185.8% |
| All | +662.4% | +903.1% | -240.7% | +264.9% |
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