+336.4%
WM vs VCLT
+18.4%
+318.0%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.1% | -2.0% | -2.1% |
| 7D | +1.2% | +0.3% | +0.9% | +1.1% |
| 30D | +13.1% | +3.7% | +9.4% | +12.2% |
| 3M | +3.6% | -1.0% | +4.6% | +3.8% |
| 6M | +8.1% | -3.4% | +11.4% | +8.8% |
| YTD | +8.9% | -2.6% | +11.5% | +9.4% |
| 1Y | +20.3% | -3.3% | +23.6% | +21.1% |
| 3Y | +46.2% | +17.3% | +28.8% | +40.5% |
| 5Y | +59.9% | -17.0% | +76.9% | +64.9% |
| All | +336.4% | +18.4% | +318.0% | +344.6% |
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