+98.0%
VCIT vs WY
+188.5%
-90.6%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | 0.0% |
| 7D | -0.3% | -1.7% | +1.4% | -0.3% |
| 30D | -0.8% | -10.1% | +9.3% | -0.4% |
| 3M | -1.0% | -5.1% | +4.1% | -0.9% |
| 6M | -1.8% | -4.8% | +2.9% | -1.7% |
| YTD | -0.7% | -0.2% | -0.5% | -0.8% |
| 1Y | +1.0% | -6.6% | +7.6% | +1.1% |
| 3Y | +18.8% | -22.7% | +41.6% | +19.6% |
| 5Y | +3.5% | -22.2% | +25.7% | +3.9% |
| 10Y | +29.2% | +7.3% | +21.9% | +28.0% |
| All | +98.0% | +188.5% | -90.6% | +102.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling