-25.3%
CWK vs VT
+146.0%
-171.3%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.3% | -1.1% | -1.0% |
| 7D | -4.7% | +2.4% | -7.1% | -8.0% |
| 30D | +20.5% | -1.5% | +22.0% | +23.3% |
| 3M | -7.4% | -4.1% | -3.3% | -1.2% |
| 6M | +2.0% | +0.6% | +1.4% | +0.8% |
| YTD | -17.9% | +11.0% | -28.9% | -29.7% |
| 1Y | -14.4% | +13.3% | -27.7% | -28.9% |
| 3Y | +77.6% | +73.4% | +4.2% | -20.3% |
| 5Y | -29.7% | +57.4% | -87.1% | -62.6% |
| All | -25.3% | +146.0% | -171.3% | -78.4% |
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 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