-91.1%
CWEB vs VT
+221.8%
-312.8%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.8% |
| 7D | -15.4% | +2.4% | -17.8% | -20.5% |
| 30D | -13.4% | -1.5% | -11.9% | -11.6% |
| 3M | -29.4% | -4.1% | -25.2% | -22.9% |
| 6M | -47.6% | +0.6% | -48.1% | -49.6% |
| YTD | -60.0% | +11.0% | -71.1% | -69.2% |
| 1Y | -65.8% | +13.3% | -79.2% | -75.0% |
| 3Y | -48.4% | +73.4% | -121.8% | -85.7% |
| 5Y | -92.2% | +57.4% | -149.7% | -96.7% |
| All | -91.1% | +221.8% | -312.8% | -98.7% |
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