+300.9%
FWONK vs VCLT
+34.0%
+266.8%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.2% | -0.2% | -1.1% |
| 7D | -1.5% | -1.3% | -0.3% | -1.2% |
| 30D | -6.8% | -1.1% | -5.7% | -6.5% |
| 3M | +7.7% | -3.7% | +11.4% | +8.9% |
| 6M | +11.0% | -4.0% | +15.0% | +12.3% |
| YTD | -3.1% | -3.4% | +0.3% | -2.1% |
| 1Y | -3.5% | -4.1% | +0.7% | -2.3% |
| 3Y | +44.6% | +11.0% | +33.6% | +39.9% |
| 5Y | +98.3% | -17.0% | +115.3% | +105.7% |
| 10Y | +339.3% | +16.7% | +322.6% | +386.1% |
| All | +300.9% | +34.0% | +266.8% | +369.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling