+1,460.4%
WWD vs VCLT
+98.6%
+1,361.8%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.6% |
| 7D | +4.0% | -2.3% | +6.2% | +4.3% |
| 30D | +0.4% | +0.8% | -0.3% | +0.3% |
| 3M | -7.9% | -2.7% | -5.2% | -7.6% |
| 6M | -10.6% | -4.3% | -6.3% | -10.1% |
| YTD | +9.4% | -4.3% | +13.7% | +10.1% |
| 1Y | +25.7% | -4.4% | +30.1% | +26.6% |
| 3Y | +148.5% | +13.8% | +134.8% | +146.6% |
| 5Y | +189.5% | -17.0% | +206.5% | +182.7% |
| 10Y | +451.8% | +20.9% | +430.8% | +535.2% |
| All | +1,460.4% | +98.6% | +1,361.8% | +2,959.6% |
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