+86.0%
CLW vs VT
+700.8%
-614.8%
-83.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.1% | +1.1% |
| 7D | +0.5% | +0.4% | 0.0% | 0.0% |
| 30D | -8.1% | +1.0% | -9.1% | -9.0% |
| 3M | +30.8% | +2.4% | +28.5% | +27.2% |
| 6M | +40.8% | +12.0% | +28.8% | +25.8% |
| YTD | +20.2% | +15.3% | +4.9% | +4.7% |
| 1Y | -4.6% | +22.6% | -27.1% | -21.7% |
| 3Y | -44.9% | +74.7% | -119.5% | -67.9% |
| 5Y | -39.0% | +66.1% | -105.2% | -63.5% |
| 10Y | -66.9% | +225.0% | -291.9% | -90.0% |
| All | +86.0% | +700.8% | -614.8% | -83.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling