+161.5%
CWCO vs VT
+53.4%
+108.1%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.2% | +2.3% | +2.5% |
| 7D | +1.0% | -2.3% | +3.3% | +2.0% |
| 30D | -10.0% | -5.0% | -5.1% | -8.0% |
| 3M | -8.6% | -4.9% | -3.7% | -6.5% |
| 6M | -16.9% | -1.5% | -15.3% | -16.4% |
| YTD | -21.5% | +8.5% | -30.0% | -24.5% |
| 1Y | -18.9% | +11.4% | -30.2% | -22.9% |
| 3Y | -10.5% | +70.1% | -80.6% | -27.9% |
| All | +161.5% | +53.4% | +108.1% | +113.0% |
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