+30.6%
VCIT vs WWD
+460.9%
-430.4%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.0% | -0.7% |
| 7D | +0.1% | +0.4% | -0.3% | +0.1% |
| 30D | +1.1% | -0.4% | +1.5% | +1.1% |
| 3M | -1.4% | -6.1% | +4.7% | -1.2% |
| 6M | -2.3% | -9.5% | +7.2% | -2.1% |
| YTD | -1.8% | +10.8% | -12.6% | -2.3% |
| 1Y | -1.0% | +23.5% | -24.5% | -2.0% |
| 3Y | +19.3% | +151.3% | -132.0% | +14.8% |
| 5Y | +3.8% | +187.8% | -184.0% | -1.1% |
| 10Y | +30.6% | +461.1% | -430.5% | +22.8% |
| All | +30.6% | +460.9% | -430.4% | +22.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 WWD 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