+186.4%
CWS vs VT
+216.8%
-30.4%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | +1.7% | -1.6% | +3.3% | +3.0% |
| 30D | +1.9% | -2.5% | +4.4% | +3.8% |
| 3M | -4.4% | -1.3% | -3.1% | -3.5% |
| 6M | +0.5% | +3.1% | -2.6% | -2.3% |
| YTD | -0.4% | +10.9% | -11.3% | -8.7% |
| 1Y | +1.9% | +12.1% | -10.2% | -7.4% |
| 3Y | +34.3% | +73.9% | -39.6% | -14.2% |
| 5Y | +39.7% | +58.0% | -18.2% | -4.4% |
| 10Y | +196.9% | +225.5% | -28.6% | +14.2% |
| All | +186.4% | +216.8% | -30.4% | +13.4% |
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 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