+642.9%
WDC vs VCLT
+21.5%
+621.3%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -0.4% | -4.6% | -4.7% |
| 7D | +12.1% | -2.3% | +14.3% | +13.8% |
| 30D | -18.8% | +0.8% | -19.6% | -19.3% |
| 3M | -39.3% | -2.7% | -36.6% | -38.4% |
| 6M | -40.1% | -4.3% | -35.8% | -38.4% |
| YTD | +71.8% | -4.3% | +76.1% | +77.1% |
| 1Y | +88.5% | -4.4% | +92.8% | +94.5% |
| 3Y | +770.0% | +13.8% | +756.2% | +705.1% |
| 5Y | +549.0% | -17.0% | +566.0% | +621.3% |
| All | +642.9% | +21.5% | +621.3% | +573.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling