-27.5%
ARWR vs VCLT
-16.7%
-10.8%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.8% | +1.8% |
| 7D | -17.8% | -2.3% | -15.6% | -15.5% |
| 30D | -18.1% | +0.8% | -18.9% | -19.0% |
| 3M | -44.2% | -2.7% | -41.5% | -42.3% |
| 6M | -38.6% | -4.3% | -34.4% | -35.1% |
| YTD | -28.0% | -4.3% | -23.7% | -23.9% |
| 1Y | +16.1% | -4.4% | +20.5% | +23.2% |
| 3Y | +84.0% | +13.8% | +70.2% | +59.8% |
| All | -27.5% | -16.7% | -10.8% | -17.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 5y: compounded portfolio wealth divided by compounded VCLT 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…
5y analysis · Full analysis span regression · 6 months rolling