+194.7%
CWCO vs VT
+222.7%
-27.9%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | -0.3% |
| 7D | -1.8% | -0.1% | -1.7% | -1.7% |
| 30D | -5.9% | -0.7% | -5.2% | -5.5% |
| 3M | -5.2% | +4.0% | -9.2% | -7.9% |
| 6M | -19.3% | +12.3% | -31.6% | -25.9% |
| YTD | -18.3% | +14.0% | -32.4% | -25.8% |
| 1Y | -13.0% | +20.3% | -33.3% | -23.9% |
| 3Y | +1.5% | +75.4% | -73.9% | -32.2% |
| 5Y | +161.8% | +66.0% | +95.9% | +79.3% |
| 10Y | +194.7% | +228.2% | -33.5% | +14.9% |
| All | +194.7% | +222.7% | -27.9% | +14.9% |
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