+180.4%
CWS vs VT
+209.1%
-28.6%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -4.1% | +1.3% | +0.4% |
| 7D | -1.2% | -4.2% | +3.0% | +2.1% |
| 30D | -1.4% | -5.8% | +4.4% | +3.2% |
| 3M | -8.1% | -5.2% | -2.9% | -4.3% |
| 6M | -1.7% | +0.1% | -1.9% | -2.3% |
| YTD | -2.5% | +8.2% | -10.7% | -8.9% |
| 1Y | -1.0% | +10.1% | -11.1% | -8.8% |
| 3Y | +31.5% | +69.7% | -38.1% | -14.4% |
| 5Y | +36.4% | +53.4% | -17.0% | -4.5% |
| 10Y | +190.6% | +219.2% | -28.7% | +13.4% |
| All | +180.4% | +209.1% | -28.6% | +13.1% |
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