-82.3%
CLWT vs VT
+363.9%
-446.2%
-92.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.7% | -3.9% | -3.1% |
| 7D | +3.8% | -0.3% | +4.1% | +4.0% |
| 30D | +1.5% | -1.4% | +2.9% | +2.2% |
| 3M | -8.8% | -1.4% | -7.4% | -8.2% |
| 6M | +12.5% | +5.5% | +7.0% | +9.0% |
| YTD | +12.5% | +12.8% | -0.3% | +4.6% |
| 1Y | +14.4% | +15.4% | -1.0% | +5.0% |
| 3Y | -3.2% | +76.9% | -80.0% | -31.4% |
| 5Y | -55.4% | +60.4% | -115.8% | -66.5% |
| 10Y | -27.9% | +232.8% | -260.7% | -64.3% |
| All | -82.3% | +363.9% | -446.2% | -93.7% |
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