+95.9%
CWT vs VT
+224.5%
-128.5%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.0% |
| 7D | -0.9% | +0.4% | -1.3% | -1.2% |
| 30D | +1.3% | +1.0% | +0.3% | +0.6% |
| 3M | +11.3% | +2.4% | +8.9% | +9.4% |
| 6M | +8.0% | +12.0% | -4.0% | -0.1% |
| YTD | +18.0% | +15.3% | +2.7% | +6.9% |
| 1Y | +10.2% | +22.6% | -12.3% | -4.3% |
| 3Y | +7.8% | +74.7% | -66.9% | -28.2% |
| 5Y | -13.3% | +66.1% | -79.4% | -40.8% |
| All | +95.9% | +224.5% | -128.5% | -29.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling