+197.9%
TW vs VCLT
+9.8%
+188.2%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | 0.0% | -3.0% | -3.0% |
| 7D | -3.5% | +0.3% | -3.8% | -3.6% |
| 30D | +0.5% | -0.6% | +1.1% | +0.6% |
| 3M | +4.9% | -2.2% | +7.2% | +5.5% |
| 6M | -17.1% | -2.9% | -14.2% | -16.5% |
| YTD | -3.9% | -2.1% | -1.8% | -3.4% |
| 1Y | -13.3% | -2.6% | -10.7% | -12.7% |
| 3Y | +20.9% | +12.5% | +8.4% | +15.8% |
| 5Y | +20.5% | -15.3% | +35.8% | +23.0% |
| All | +197.9% | +9.8% | +188.2% | +211.2% |
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