+96.7%
CWT vs VT
+217.6%
-121.0%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | +0.1% |
| 7D | +2.6% | -0.1% | +2.7% | +2.5% |
| 30D | +9.7% | -3.1% | +12.7% | +11.4% |
| 3M | +1.8% | -3.5% | +5.3% | +3.7% |
| 6M | +17.6% | +0.5% | +17.1% | +16.4% |
| YTD | +18.9% | +10.8% | +8.1% | +10.0% |
| 1Y | +12.6% | +11.9% | +0.7% | +3.5% |
| 3Y | +10.4% | +73.0% | -62.6% | -26.3% |
| 5Y | -10.3% | +58.6% | -68.9% | -36.9% |
| 10Y | +96.7% | +219.2% | -122.5% | -24.8% |
| All | +96.7% | +217.6% | -121.0% | -24.8% |
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