+666.7%
CWST vs VT
+345.0%
+321.8%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -4.1% | +5.3% | +5.6% |
| 7D | +10.8% | -4.2% | +15.0% | +15.7% |
| 30D | +21.9% | -5.8% | +27.7% | +29.5% |
| 3M | +11.1% | -5.2% | +16.4% | +17.1% |
| 6M | +15.3% | +0.1% | +15.2% | +13.0% |
| YTD | +2.2% | +8.2% | -6.1% | -8.7% |
| 1Y | +11.2% | +10.1% | +1.1% | -2.8% |
| 3Y | +26.5% | +69.7% | -43.2% | -33.8% |
| 5Y | +16.4% | +53.4% | -37.0% | -33.4% |
| 10Y | +807.2% | +219.2% | +587.9% | +98.6% |
| All | +666.7% | +345.0% | +321.8% | +3.1% |
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