+159.5%
CZWI vs VT
+221.8%
-62.2%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.3% | +1.9% | +1.8% |
| 7D | +1.9% | +2.4% | -0.5% | +0.8% |
| 30D | +14.0% | -1.5% | +15.5% | +14.8% |
| 3M | +13.5% | -4.1% | +17.6% | +15.6% |
| 6M | +14.7% | +0.6% | +14.1% | +14.0% |
| YTD | +36.4% | +11.0% | +25.4% | +29.2% |
| 1Y | +43.9% | +13.3% | +30.5% | +34.9% |
| 3Y | +140.2% | +73.4% | +66.8% | +83.7% |
| 5Y | +93.1% | +57.4% | +35.7% | +53.8% |
| All | +159.5% | +221.8% | -62.2% | +39.8% |
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