+1,928.6%
WDC vs VCLT
+103.4%
+1,825.2%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +0.1% | +5.8% | +5.8% |
| 7D | +1.7% | -0.5% | +2.3% | +1.9% |
| 30D | -10.0% | -0.9% | -9.1% | -9.8% |
| 3M | -18.8% | -3.2% | -15.5% | -18.0% |
| 6M | +79.0% | -3.8% | +82.8% | +81.2% |
| YTD | +171.6% | -2.0% | +173.6% | +173.6% |
| 1Y | +417.4% | -0.8% | +418.2% | +419.6% |
| 3Y | +1,251.8% | +12.3% | +1,239.5% | +1,219.8% |
| 5Y | +911.7% | -15.4% | +927.1% | +913.9% |
| 10Y | +1,399.6% | +15.7% | +1,383.9% | +1,448.7% |
| All | +1,928.6% | +103.4% | +1,825.2% | +3,145.2% |
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 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