+183.8%
WWD vs VCLT
-17.3%
+201.1%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.2% | -0.3% | -0.8% |
| 7D | -2.9% | -1.3% | -1.6% | -2.2% |
| 30D | -6.6% | -1.1% | -5.5% | -6.0% |
| 3M | -9.3% | -3.7% | -5.6% | -7.4% |
| 6M | -13.6% | -4.0% | -9.6% | -11.6% |
| YTD | +10.4% | -3.4% | +13.7% | +12.6% |
| 1Y | +39.9% | -4.1% | +44.0% | +43.2% |
| 3Y | +165.0% | +11.0% | +154.1% | +152.9% |
| 5Y | +183.8% | -17.0% | +200.8% | +186.5% |
| All | +183.8% | -17.3% | +201.1% | +186.5% |
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