-63.4%
CLW vs VT
+69.7%
-133.2%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +0.2% | -4.7% | -4.7% |
| 7D | 0.0% | -2.3% | +2.3% | +2.1% |
| 30D | -31.4% | -5.0% | -26.5% | -28.4% |
| 3M | -42.0% | -4.9% | -37.1% | -39.4% |
| 6M | -6.7% | -1.5% | -5.2% | -6.3% |
| YTD | -23.7% | +8.5% | -32.2% | -30.3% |
| 1Y | -27.8% | +11.4% | -39.2% | -35.7% |
| 3Y | -63.4% | +70.1% | -133.5% | -78.1% |
| All | -63.4% | +69.7% | -133.2% | -78.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 3y: compounded portfolio wealth divided by compounded VT 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…
3y analysis · Full analysis span regression · 6 months rolling