+1,504.9%
WWD vs VCLT
+103.3%
+1,401.6%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | 0.0% | -2.0% | -2.0% |
| 7D | +0.8% | +0.3% | +0.5% | +0.8% |
| 30D | -6.4% | -0.6% | -5.9% | -6.3% |
| 3M | -5.6% | -2.2% | -3.4% | -5.3% |
| 6M | -9.1% | -2.9% | -6.2% | -8.7% |
| YTD | +12.5% | -2.1% | +14.6% | +12.9% |
| 1Y | +41.3% | -2.6% | +43.9% | +41.9% |
| 3Y | +170.2% | +12.5% | +157.7% | +167.7% |
| 5Y | +192.5% | -15.3% | +207.8% | +184.7% |
| 10Y | +476.9% | +16.6% | +460.3% | +529.1% |
| All | +1,504.9% | +103.3% | +1,401.6% | +3,037.2% |
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 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