+417.4%
WDC vs VCLT
-0.4%
+417.8%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +0.1% | +5.8% | +5.7% |
| 7D | +1.7% | -0.5% | +2.3% | +2.6% |
| 30D | -10.0% | -0.9% | -9.1% | -8.5% |
| 3M | -18.8% | -3.2% | -15.5% | -12.8% |
| 6M | +79.0% | -3.8% | +82.8% | +92.1% |
| YTD | +171.6% | -2.0% | +173.6% | +186.8% |
| 1Y | +417.4% | -0.8% | +418.2% | +410.8% |
| All | +417.4% | -0.4% | +417.8% | +410.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling