+98.0%
VCIT vs WCC
+1,237.1%
-1,139.1%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.9% | -3.9% | -0.1% |
| 7D | -0.3% | +4.5% | -4.8% | -0.4% |
| 30D | -0.8% | -5.8% | +5.0% | -0.7% |
| 3M | -1.0% | -3.7% | +2.6% | -1.0% |
| 6M | -1.8% | +23.1% | -24.9% | -2.2% |
| YTD | -0.7% | +44.2% | -44.9% | -1.3% |
| 1Y | +1.0% | +62.1% | -61.1% | +0.1% |
| 3Y | +18.8% | +121.1% | -102.3% | +17.0% |
| 5Y | +3.5% | +214.0% | -210.5% | +1.2% |
| 10Y | +29.2% | +472.8% | -443.6% | +22.9% |
| All | +98.0% | +1,237.1% | -1,139.1% | +94.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling