+30.6%
VCIT vs WCC
+460.5%
-430.0%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.7% | -0.7% |
| 7D | +0.1% | -9.9% | +10.0% | +0.3% |
| 30D | +1.1% | -13.4% | +14.5% | +1.4% |
| 3M | -1.4% | -13.5% | +12.1% | -1.1% |
| 6M | -2.3% | -10.6% | +8.3% | -2.2% |
| YTD | -1.8% | +30.1% | -31.9% | -2.8% |
| 1Y | -1.0% | +22.3% | -23.3% | -1.9% |
| 3Y | +19.3% | +130.3% | -111.0% | +15.5% |
| 5Y | +3.8% | +144.5% | -140.7% | -0.3% |
| 10Y | +30.6% | +431.8% | -401.3% | +17.0% |
| All | +30.6% | +460.5% | -430.0% | +17.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 WCC 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