-96.0%
CWVX vs VT
+22.9%
-118.9%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.3% | +2.6% | +8.7% | -4.8% |
| 7D | -8.6% | +0.4% | -8.9% | -12.4% |
| 30D | -69.6% | -2.6% | -67.0% | -61.3% |
| 3M | -77.9% | -3.2% | -74.7% | -70.0% |
| 6M | -89.3% | +0.9% | -90.3% | -87.3% |
| YTD | -81.5% | +11.3% | -92.8% | -86.3% |
| 1Y | -92.6% | +14.0% | -106.6% | -94.9% |
| All | -96.0% | +22.9% | -118.9% | -97.8% |
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