-24.5%
CWK vs VT
+57.4%
-81.8%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.6% | +1.6% | +0.2% |
| 7D | +1.5% | +0.4% | +1.2% | +1.2% |
| 30D | +25.2% | -2.6% | +27.8% | +30.5% |
| 3M | +5.2% | -3.2% | +8.4% | +10.9% |
| 6M | +2.5% | +0.9% | +1.6% | +0.6% |
| YTD | -10.1% | +11.3% | -21.4% | -23.8% |
| 1Y | -7.5% | +14.0% | -21.5% | -24.3% |
| 3Y | +93.5% | +75.8% | +17.6% | -16.9% |
| 5Y | -24.5% | +57.8% | -82.3% | -61.0% |
| All | -24.5% | +57.4% | -81.8% | -61.0% |
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