+158.3%
VEA vs WCC
+466.8%
-308.5%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.7% | +1.7% | +0.5% |
| 7D | +2.3% | +9.9% | -7.7% | -0.6% |
| 30D | +0.2% | -8.4% | +8.7% | +2.1% |
| 3M | -5.3% | -10.3% | +5.0% | -3.3% |
| 6M | -0.9% | -10.5% | +9.6% | +0.6% |
| YTD | +12.2% | +32.2% | -20.0% | +0.4% |
| 1Y | +16.1% | +25.5% | -9.4% | +5.3% |
| 3Y | +73.0% | +134.7% | -61.7% | +21.2% |
| 5Y | +53.7% | +139.9% | -86.2% | +0.7% |
| 10Y | +159.3% | +433.5% | -274.1% | +12.3% |
| All | +158.3% | +466.8% | -308.5% | -20.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 WCC 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