-12.1%
CWCO vs VT
+23.4%
-35.5%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.0% | -1.0% | -0.5% |
| 7D | -3.7% | +0.1% | -3.8% | -3.8% |
| 30D | -2.8% | +0.8% | -3.6% | -3.2% |
| 3M | -1.3% | +2.8% | -4.0% | -2.6% |
| 6M | -23.3% | +13.0% | -36.2% | -28.2% |
| YTD | -16.8% | +15.4% | -32.2% | -23.5% |
| All | -12.1% | +23.4% | -35.5% | -22.6% |
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