+370.2%
WING vs VCLT
+17.0%
+353.1%
-74.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.1% | +0.8% |
| 7D | +0.2% | -1.3% | +1.5% | +1.2% |
| 30D | -0.5% | -1.1% | +0.7% | +0.4% |
| 3M | -23.9% | -3.7% | -20.2% | -21.7% |
| 6M | -48.9% | -4.0% | -44.9% | -47.2% |
| YTD | -53.3% | -3.4% | -50.0% | -52.1% |
| 1Y | -60.3% | -4.1% | -56.2% | -59.0% |
| 3Y | -30.1% | +11.0% | -41.1% | -36.0% |
| 5Y | -36.2% | -17.0% | -19.2% | -28.2% |
| All | +370.2% | +17.0% | +353.1% | +395.8% |
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