-18.0%
CW vs VT
+13.0%
-31.0%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +2.6% | +1.4% | +0.7% |
| 7D | -0.4% | +0.4% | -0.8% | -1.2% |
| 30D | -6.0% | -2.6% | -3.4% | -2.8% |
| 3M | -30.3% | -3.2% | -27.0% | -27.3% |
| 6M | -33.8% | +0.9% | -34.8% | -35.4% |
| YTD | -12.5% | +11.3% | -23.8% | -29.2% |
| All | -18.0% | +13.0% | -31.0% | -34.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling