+1,183.4%
WDC vs VCLT
+98.6%
+1,084.8%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -0.4% | -4.6% | -4.9% |
| 7D | +12.1% | -2.3% | +14.3% | +12.8% |
| 30D | -18.8% | +0.8% | -19.6% | -19.0% |
| 3M | -39.3% | -2.7% | -36.6% | -38.9% |
| 6M | -40.1% | -4.3% | -35.8% | -39.4% |
| YTD | +71.8% | -4.3% | +76.1% | +74.2% |
| 1Y | +88.5% | -4.4% | +92.8% | +91.2% |
| 3Y | +770.0% | +13.8% | +756.2% | +748.7% |
| 5Y | +549.0% | -17.0% | +566.0% | +554.2% |
| 10Y | +650.3% | +20.9% | +629.4% | +713.4% |
| All | +1,183.4% | +98.6% | +1,084.8% | +1,966.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling