+317.0%
FWONK vs VCLT
+17.1%
+299.9%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.1% | +0.1% |
| 7D | +0.1% | -1.4% | +1.4% | +0.6% |
| 30D | -7.7% | -1.2% | -6.6% | -7.3% |
| 3M | +5.7% | -4.8% | +10.5% | +7.6% |
| 6M | +13.5% | -2.6% | +16.0% | +14.6% |
| YTD | -3.0% | -3.3% | +0.4% | -1.7% |
| 1Y | -6.4% | -4.8% | -1.6% | -4.7% |
| 3Y | +43.8% | +11.5% | +32.3% | +37.5% |
| 5Y | +98.6% | -17.0% | +115.5% | +110.8% |
| All | +317.0% | +17.1% | +299.9% | +370.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 VCLT 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