+224.5%
CW vs VT
+53.2%
+171.3%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -4.1% | 0.0% | -0.1% |
| 7D | -12.7% | -4.2% | -8.5% | -9.1% |
| 30D | -21.6% | -5.8% | -15.8% | -17.0% |
| 3M | -42.0% | -5.2% | -36.8% | -39.1% |
| 6M | -40.4% | +0.1% | -40.6% | -40.5% |
| YTD | -21.2% | +8.2% | -29.4% | -26.8% |
| 1Y | -25.7% | +10.1% | -35.9% | -32.0% |
| 3Y | +114.4% | +69.7% | +44.8% | +38.8% |
| 5Y | +224.5% | +53.4% | +171.1% | +129.0% |
| All | +224.5% | +53.2% | +171.3% | +129.0% |
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 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