-42.9%
CLWT vs VT
+224.4%
-267.3%
-83.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.1% | +3.2% | +3.8% |
| 7D | -10.4% | -0.7% | -9.7% | -9.9% |
| 30D | -43.7% | -1.7% | -42.0% | -43.2% |
| 3M | -27.1% | -2.3% | -24.8% | -26.2% |
| 6M | 0.0% | +1.5% | -1.5% | -0.7% |
| YTD | +0.8% | +12.0% | -11.2% | -4.8% |
| 1Y | +3.4% | +12.9% | -9.5% | -2.7% |
| 3Y | -12.6% | +74.9% | -87.6% | -35.6% |
| 5Y | -62.0% | +59.9% | -121.9% | -70.9% |
| 10Y | -42.9% | +224.6% | -267.5% | -50.0% |
| All | -42.9% | +224.4% | -267.3% | -50.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling