+619.5%
WING vs VCLT
+21.5%
+597.9%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.3% |
| 7D | -2.5% | -2.3% | -0.2% | -0.7% |
| 30D | +29.5% | +0.8% | +28.8% | +28.9% |
| 3M | +40.2% | -2.7% | +42.8% | +43.3% |
| 6M | +32.7% | -4.3% | +37.0% | +37.4% |
| YTD | -32.8% | -4.3% | -28.5% | -30.4% |
| 1Y | -31.7% | -4.4% | -27.4% | -29.3% |
| 3Y | -24.7% | +13.8% | -38.5% | -32.5% |
| 5Y | -0.5% | -17.0% | +16.5% | +12.5% |
| All | +619.5% | +21.5% | +597.9% | +672.3% |
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