+88.5%
WDC vs VCLT
-4.7%
+93.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -0.4% | -4.6% | -4.4% |
| 7D | +12.1% | -2.3% | +14.3% | +15.8% |
| 30D | -18.8% | +0.8% | -19.6% | -20.2% |
| 3M | -39.3% | -2.7% | -36.6% | -36.3% |
| 6M | -40.1% | -4.3% | -35.8% | -33.6% |
| YTD | +71.8% | -4.3% | +76.1% | +89.3% |
| 1Y | +88.5% | -4.4% | +92.8% | +108.2% |
| All | +88.5% | -4.7% | +93.1% | +108.2% |
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