+437.9%
WWD vs VCLT
+21.5%
+416.3%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.4% |
| 7D | +4.0% | -2.3% | +6.2% | +5.2% |
| 30D | +0.4% | +0.8% | -0.3% | -0.1% |
| 3M | -7.9% | -2.7% | -5.2% | -6.7% |
| 6M | -10.6% | -4.3% | -6.3% | -8.5% |
| YTD | +9.4% | -4.3% | +13.7% | +12.2% |
| 1Y | +25.7% | -4.4% | +30.1% | +29.0% |
| 3Y | +148.5% | +13.8% | +134.8% | +132.4% |
| 5Y | +189.5% | -17.0% | +206.5% | +214.8% |
| All | +437.9% | +21.5% | +416.3% | +438.2% |
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