+301.6%
CZWI vs VT
+345.0%
-43.4%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -4.1% | +1.4% | -1.8% |
| 7D | +0.3% | -4.2% | +4.5% | +1.3% |
| 30D | +10.6% | -5.8% | +16.4% | +12.1% |
| 3M | +9.8% | -5.2% | +15.1% | +11.2% |
| 6M | +13.4% | +0.1% | +13.3% | +13.2% |
| YTD | +35.3% | +8.2% | +27.0% | +32.7% |
| 1Y | +47.3% | +10.1% | +37.1% | +43.8% |
| 3Y | +172.2% | +69.7% | +102.5% | +142.0% |
| 5Y | +91.1% | +53.4% | +37.7% | +72.5% |
| 10Y | +162.8% | +219.2% | -56.4% | +111.2% |
| All | +301.6% | +345.0% | -43.4% | +190.1% |
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