+903.1%
WM vs VCLT
+103.4%
+799.7%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.1% | -1.3% | -1.2% |
| 7D | -0.3% | -0.5% | +0.2% | -0.3% |
| 30D | -2.4% | -0.9% | -1.5% | -2.3% |
| 3M | +0.4% | -3.2% | +3.7% | +0.6% |
| 6M | -9.5% | -3.8% | -5.7% | -9.3% |
| YTD | +0.5% | -2.0% | +2.5% | +0.6% |
| 1Y | -1.1% | -0.8% | -0.3% | -1.1% |
| 3Y | +46.0% | +12.3% | +33.8% | +45.0% |
| 5Y | +51.8% | -15.4% | +67.2% | +50.1% |
| 10Y | +307.5% | +15.7% | +291.8% | +327.8% |
| All | +903.1% | +103.4% | +799.7% | +1,300.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling