+30.6%
VCIT vs WWD
+494.7%
-464.0%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.9% | -4.9% | -0.1% |
| 7D | +0.7% | +4.2% | -3.4% | +0.6% |
| 30D | +1.8% | -0.8% | +2.6% | +1.8% |
| 3M | -1.6% | -8.2% | +6.6% | -1.3% |
| 6M | -2.1% | -9.8% | +7.8% | -1.9% |
| YTD | -1.6% | +10.4% | -12.0% | -2.1% |
| 1Y | -0.8% | +25.5% | -26.3% | -1.8% |
| 3Y | +19.9% | +155.8% | -135.9% | +15.4% |
| 5Y | +3.3% | +187.3% | -184.0% | -1.5% |
| 10Y | +30.6% | +462.7% | -432.1% | +22.9% |
| All | +30.6% | +494.7% | -464.0% | +22.9% |
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