+207.1%
CWCO vs VT
+217.6%
-10.6%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -0.5% | -4.7% | -4.8% |
| 7D | -4.4% | -0.1% | -4.3% | -4.4% |
| 30D | -14.3% | -3.1% | -11.2% | -12.5% |
| 3M | -12.9% | -3.5% | -9.4% | -10.8% |
| 6M | -19.6% | +0.5% | -20.0% | -20.1% |
| YTD | -24.4% | +10.8% | -35.1% | -29.9% |
| 1Y | -22.8% | +11.9% | -34.7% | -28.9% |
| 3Y | -18.5% | +73.0% | -91.5% | -45.1% |
| 5Y | +156.4% | +58.6% | +97.7% | +81.8% |
| 10Y | +207.1% | +219.2% | -12.1% | +34.9% |
| All | +207.1% | +217.6% | -10.6% | +34.9% |
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