+324.8%
WM vs VCLT
+21.2%
+303.5%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.2% | +1.0% | +1.2% |
| 7D | +0.8% | -0.6% | +1.3% | +0.9% |
| 30D | +13.8% | +2.3% | +11.6% | +13.3% |
| 3M | +6.4% | -0.9% | +7.3% | +6.6% |
| 6M | +13.2% | -3.6% | +16.8% | +14.1% |
| YTD | +10.8% | -3.2% | +13.9% | +11.5% |
| 1Y | +20.2% | -4.2% | +24.3% | +21.2% |
| 3Y | +46.5% | +15.0% | +31.5% | +41.3% |
| 5Y | +61.3% | -16.2% | +77.5% | +66.2% |
| 10Y | +324.8% | +22.4% | +302.4% | +323.4% |
| All | +324.8% | +21.2% | +303.5% | +323.4% |
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