+62.9%
WCLD vs VT
+132.9%
-70.0%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -4.1% | -0.9% | +0.1% |
| 7D | -8.8% | -4.2% | -4.6% | -3.7% |
| 30D | -2.0% | -5.8% | +3.8% | +5.7% |
| 3M | +8.0% | -5.2% | +13.2% | +15.6% |
| 6M | +38.5% | +0.1% | +38.3% | +37.1% |
| YTD | +17.8% | +8.2% | +9.6% | +4.9% |
| 1Y | +18.2% | +10.1% | +8.1% | +2.9% |
| 3Y | +44.5% | +69.7% | -25.2% | -26.8% |
| 5Y | -35.0% | +53.4% | -88.4% | -62.0% |
| All | +62.9% | +132.9% | -70.0% | -35.2% |
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