-23.3%
CWK vs VT
+155.6%
-178.9%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.4% | +1.4% |
| 7D | -3.3% | +0.4% | -3.7% | -3.9% |
| 30D | -2.6% | +1.0% | -3.6% | -3.9% |
| 3M | +2.9% | +2.4% | +0.6% | -1.2% |
| 6M | +1.8% | +12.0% | -10.2% | -14.6% |
| YTD | -15.6% | +15.3% | -31.0% | -32.0% |
| 1Y | -13.9% | +22.6% | -36.5% | -36.6% |
| 3Y | +46.6% | +74.7% | -28.1% | -34.7% |
| 5Y | -25.0% | +66.1% | -91.1% | -63.3% |
| All | -23.3% | +155.6% | -178.9% | -79.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling