+63.7%
WCLD vs VT
+139.5%
-75.8%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.6% | -0.7% | -1.4% |
| 7D | -3.7% | +0.4% | -4.1% | -4.2% |
| 30D | -5.2% | -2.6% | -2.6% | -2.0% |
| 3M | +6.3% | -3.2% | +9.5% | +10.7% |
| 6M | +39.3% | +0.9% | +38.4% | +36.8% |
| YTD | +18.4% | +11.3% | +7.1% | +1.8% |
| 1Y | +17.8% | +14.0% | +3.8% | -1.9% |
| 3Y | +48.3% | +75.8% | -27.5% | -28.2% |
| 5Y | -36.5% | +57.8% | -94.4% | -64.2% |
| All | +63.7% | +139.5% | -75.8% | -37.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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