+991.6%
WDC vs VCLT
-15.5%
+1,007.1%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.2% | +1.2% | +1.2% |
| 7D | +7.5% | 0.0% | +7.5% | +7.5% |
| 30D | +10.1% | +0.1% | +9.9% | +9.9% |
| 3M | -6.8% | -2.9% | -3.9% | -5.1% |
| 6M | +84.1% | -4.0% | +88.1% | +89.0% |
| YTD | +180.3% | -2.2% | +182.5% | +185.1% |
| 1Y | +411.1% | -2.6% | +413.7% | +420.7% |
| 3Y | +1,375.0% | +12.3% | +1,362.7% | +1,297.0% |
| 5Y | +991.6% | -16.4% | +1,007.9% | +924.5% |
| All | +991.6% | -15.5% | +1,007.1% | +924.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling