+30.6%
VCIT vs WY
+6.7%
+23.9%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.7% | 0.0% |
| 7D | +0.7% | -0.8% | +1.5% | +0.8% |
| 30D | +1.8% | +10.6% | -8.8% | +1.2% |
| 3M | -1.6% | -16.6% | +15.1% | -0.6% |
| 6M | -2.1% | -8.6% | +6.5% | -1.7% |
| YTD | -1.6% | -8.4% | +6.9% | -1.3% |
| 1Y | -0.8% | -5.1% | +4.3% | -0.7% |
| 3Y | +19.9% | -21.9% | +41.9% | +21.1% |
| 5Y | +3.3% | -31.3% | +34.6% | +4.6% |
| 10Y | +30.6% | +3.6% | +27.1% | +29.5% |
| All | +30.6% | +6.7% | +23.9% | +29.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 WY 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