-91.1%
CWEB vs VT
+66.2%
-157.3%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | 0.0% | +3.5% | +3.6% |
| 7D | -2.5% | +0.4% | -2.9% | -3.8% |
| 30D | -17.6% | +1.0% | -18.6% | -20.0% |
| 3M | -10.8% | +2.4% | -13.2% | -17.9% |
| 6M | -30.2% | +12.0% | -42.3% | -50.1% |
| YTD | -47.2% | +15.3% | -62.5% | -65.1% |
| 1Y | -54.1% | +22.6% | -76.7% | -74.3% |
| 3Y | -44.5% | +74.7% | -119.2% | -89.3% |
| All | -91.1% | +66.2% | -157.3% | -97.4% |
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