+1,855.0%
VRT vs WCC
+454.8%
+1,400.1%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.1% | -3.2% | -3.2% |
| 7D | -17.7% | -9.9% | -7.8% | -12.0% |
| 30D | -20.0% | -13.4% | -6.6% | -12.3% |
| 3M | -28.1% | -13.5% | -14.6% | -20.9% |
| 6M | -42.8% | -10.6% | -32.2% | -37.8% |
| YTD | +20.0% | +30.1% | -10.1% | +7.9% |
| 1Y | +3.5% | +22.3% | -18.8% | -3.6% |
| 3Y | +366.1% | +130.3% | +235.8% | +205.7% |
| 5Y | +632.2% | +144.5% | +487.7% | +360.0% |
| All | +1,855.0% | +454.8% | +1,400.1% | +465.3% |
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