+1,614.2%
GWW vs VCLT
+103.3%
+1,510.8%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | 0.0% | -2.6% | -2.7% |
| 7D | -1.5% | +0.3% | -1.8% | -1.5% |
| 30D | +1.1% | -0.6% | +1.7% | +1.1% |
| 3M | -1.0% | -2.2% | +1.3% | -0.9% |
| 6M | +16.3% | -2.9% | +19.2% | +16.5% |
| YTD | +28.5% | -2.1% | +30.6% | +28.6% |
| 1Y | +30.3% | -2.6% | +32.9% | +30.4% |
| 3Y | +91.6% | +12.5% | +79.1% | +90.9% |
| 5Y | +224.0% | -15.3% | +239.3% | +213.8% |
| 10Y | +551.3% | +16.6% | +534.7% | +594.0% |
| All | +1,614.2% | +103.3% | +1,510.8% | +2,452.0% |
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 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