+328.7%
WM vs VCLT
+20.2%
+308.5%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.1% | +0.1% |
| 7D | -0.5% | +1.2% | -1.7% | -0.7% |
| 30D | +13.3% | +3.4% | +9.9% | +12.5% |
| 3M | +4.4% | -0.9% | +5.2% | +4.6% |
| 6M | +10.8% | -3.1% | +14.0% | +11.5% |
| YTD | +9.1% | -2.4% | +11.4% | +9.5% |
| 1Y | +19.1% | -2.7% | +21.8% | +19.7% |
| 3Y | +45.7% | +16.9% | +28.8% | +40.1% |
| 5Y | +60.4% | -17.0% | +77.4% | +65.6% |
| 10Y | +328.7% | +22.1% | +306.6% | +332.2% |
| All | +328.7% | +20.2% | +308.5% | +332.2% |
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 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