+178.9%
CWB vs VT
+224.4%
-45.5%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.1% | +0.5% | +0.8% |
| 7D | +0.2% | -0.7% | +0.9% | +0.7% |
| 30D | -5.6% | -1.7% | -3.9% | -4.4% |
| 3M | -9.0% | -2.3% | -6.7% | -7.4% |
| 6M | -10.7% | +1.5% | -12.2% | -11.5% |
| YTD | +6.7% | +12.0% | -5.4% | -1.5% |
| 1Y | +3.9% | +12.9% | -9.0% | -4.6% |
| 3Y | +50.6% | +74.9% | -24.3% | +0.1% |
| 5Y | +17.5% | +59.9% | -42.4% | -17.0% |
| 10Y | +178.9% | +224.6% | -45.8% | +19.0% |
| All | +178.9% | +224.4% | -45.5% | +19.0% |
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