-24.6%
WY vs VCLT
+11.3%
-35.9%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.2% | -1.5% | -1.4% |
| 7D | -3.7% | -1.3% | -2.4% | -2.3% |
| 30D | -11.3% | -1.1% | -10.2% | -10.2% |
| 3M | -8.1% | -3.7% | -4.5% | -4.3% |
| 6M | -7.4% | -4.0% | -3.4% | -3.2% |
| YTD | -4.7% | -3.4% | -1.3% | -1.0% |
| 1Y | -9.2% | -4.1% | -5.1% | -4.9% |
| All | -24.6% | +11.3% | -35.9% | -31.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling