+113.2%
WDC vs VCLT
-3.2%
+116.4%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +1.0% | -7.8% | -8.3% |
| 7D | -18.3% | +0.4% | -18.7% | -18.8% |
| 30D | -26.7% | +3.9% | -30.6% | -31.5% |
| 3M | -40.9% | -1.9% | -39.0% | -38.1% |
| 6M | -26.8% | -2.6% | -24.1% | -20.8% |
| YTD | +88.2% | -3.1% | +91.3% | +104.7% |
| 1Y | +113.2% | -3.6% | +116.7% | +134.8% |
| All | +113.2% | -3.2% | +116.4% | +134.8% |
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