+99.4%
FWONK vs VCLT
-17.2%
+116.6%
-24.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +7.5% |
| 6M | +13.5% | -2.6% | +16.0% | +14.5% |
| YTD | -3.0% | -3.3% | +0.4% | -1.8% |
| 1Y | -6.4% | -4.8% | -1.6% | -4.9% |
| 3Y | +43.8% | +11.5% | +32.3% | +37.9% |
| All | +99.4% | -17.2% | +116.6% | +109.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling