+88.4%
GWW vs VCLT
+11.3%
+77.1%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.2% | +0.6% | -0.2% |
| 7D | -3.1% | -1.3% | -1.9% | -2.7% |
| 30D | -2.3% | -1.1% | -1.2% | -2.0% |
| 3M | -3.3% | -3.7% | +0.4% | -2.1% |
| 6M | +15.4% | -4.0% | +19.4% | +16.9% |
| YTD | +26.7% | -3.4% | +30.1% | +28.1% |
| 1Y | +29.0% | -4.1% | +33.1% | +30.7% |
| All | +88.4% | +11.3% | +77.1% | +77.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling