+561.8%
GWW vs VCLT
+17.1%
+544.7%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.6% | +0.7% |
| 7D | -3.4% | -1.4% | -2.0% | -3.0% |
| 30D | -1.9% | -1.2% | -0.7% | -1.6% |
| 3M | -2.4% | -4.8% | +2.4% | -1.2% |
| 6M | +15.7% | -2.6% | +18.3% | +16.5% |
| YTD | +27.6% | -3.3% | +30.9% | +28.6% |
| 1Y | +27.2% | -4.8% | +32.0% | +28.7% |
| 3Y | +89.7% | +11.5% | +78.2% | +84.2% |
| 5Y | +223.9% | -17.0% | +240.9% | +228.6% |
| All | +561.8% | +17.1% | +544.7% | +603.9% |
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