+96.3%
VCIT vs WWD
+1,360.8%
-1,264.5%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -6.0% | +6.2% | +0.3% |
| 7D | +0.5% | -2.6% | +3.0% | +0.5% |
| 30D | +2.1% | -7.7% | +9.8% | +2.2% |
| 3M | -1.6% | -17.7% | +16.1% | -1.3% |
| 6M | -1.6% | -15.9% | +14.3% | -1.4% |
| YTD | -1.5% | +1.8% | -3.3% | -1.6% |
| 1Y | -0.4% | +17.4% | -17.8% | -0.6% |
| 3Y | +19.6% | +137.1% | -117.5% | +18.2% |
| 5Y | +3.3% | +162.4% | -159.1% | +1.7% |
| 10Y | +28.9% | +452.5% | -423.6% | +27.8% |
| All | +96.3% | +1,360.8% | -1,264.5% | +102.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling