+81.9%
VZ vs CDW
+942.7%
-860.8%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -6.1% | +6.0% | +0.7% |
| 7D | +5.6% | -4.1% | +9.8% | +6.0% |
| 30D | +1.9% | +16.7% | -14.9% | -0.5% |
| 3M | +0.8% | +13.6% | -12.8% | -1.4% |
| 6M | +0.6% | +17.0% | -16.4% | -2.8% |
| YTD | +20.8% | +18.1% | +2.6% | +16.0% |
| 1Y | +23.9% | +10.5% | +13.5% | +20.2% |
| 3Y | +55.7% | -20.9% | +76.6% | +56.7% |
| 5Y | +21.5% | -9.3% | +30.9% | +17.5% |
| 10Y | +68.5% | +310.6% | -242.1% | +20.0% |
| All | +81.9% | +942.7% | -860.8% | +16.1% |
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