+61.9%
WM vs VCLT
-16.7%
+78.6%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | 0.0% |
| 7D | +3.2% | -2.3% | +5.5% | +3.7% |
| 30D | +13.0% | +0.8% | +12.3% | +12.9% |
| 3M | +9.2% | -2.7% | +11.9% | +9.8% |
| 6M | +13.6% | -4.3% | +17.9% | +14.6% |
| YTD | +12.4% | -4.3% | +16.7% | +13.3% |
| 1Y | +21.2% | -4.4% | +25.6% | +22.2% |
| 3Y | +48.7% | +13.8% | +34.9% | +43.8% |
| All | +61.9% | -16.7% | +78.6% | +60.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling