-49.5%
CLWT vs VT
+66.2%
-115.7%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | 0.0% | +1.3% | +1.2% |
| 7D | +1.9% | +0.4% | +1.4% | +1.6% |
| 30D | +10.1% | +1.0% | +9.1% | +9.5% |
| 3M | +41.4% | +2.4% | +39.0% | +39.4% |
| 6M | +17.1% | +12.0% | +5.1% | +9.7% |
| YTD | +36.7% | +15.3% | +21.3% | +25.4% |
| 1Y | +21.5% | +22.6% | -1.1% | +7.2% |
| 3Y | +4.7% | +74.7% | -69.9% | -30.9% |
| All | -49.5% | +66.2% | -115.7% | -63.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling