+404.6%
VIAV vs WCC
+541.6%
-137.1%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +3.7% | -0.1% | +2.1% |
| 7D | +11.2% | +1.5% | +9.6% | +10.6% |
| 30D | -10.1% | -2.1% | -8.0% | -9.0% |
| 3M | -22.9% | +3.8% | -26.7% | -23.4% |
| 6M | +28.8% | +35.0% | -6.2% | +17.4% |
| YTD | +117.5% | +46.4% | +71.1% | +92.8% |
| 1Y | +216.1% | +63.0% | +153.1% | +171.3% |
| 3Y | +292.2% | +133.9% | +158.3% | +184.5% |
| 5Y | +141.0% | +226.5% | -85.6% | +47.6% |
| All | +404.6% | +541.6% | -137.1% | +95.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling