+60.8%
WCLD vs VT
+148.2%
-87.4%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | 0.0% | -3.0% | -3.0% |
| 7D | -5.1% | +0.4% | -5.6% | -5.7% |
| 30D | +6.6% | +1.0% | +5.6% | +5.4% |
| 3M | +22.9% | +2.4% | +20.5% | +18.8% |
| 6M | +43.0% | +12.0% | +31.0% | +22.3% |
| YTD | +16.3% | +15.3% | +1.0% | -4.3% |
| 1Y | +16.5% | +22.6% | -6.0% | -11.4% |
| 3Y | +26.1% | +74.7% | -48.5% | -38.2% |
| 5Y | -35.4% | +66.1% | -101.6% | -65.6% |
| All | +60.8% | +148.2% | -87.4% | -40.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling