+611.0%
VRT vs WCC
+131.2%
+479.8%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +3.9% | +0.5% | +1.7% |
| 7D | +9.1% | +4.5% | +4.7% | +6.0% |
| 30D | +0.9% | -5.8% | +6.7% | +5.1% |
| 3M | -13.4% | -3.7% | -9.7% | -10.6% |
| 6M | +11.7% | +23.1% | -11.4% | -1.3% |
| YTD | +73.2% | +44.2% | +29.1% | +39.5% |
| 1Y | +123.4% | +62.1% | +61.3% | +67.2% |
| All | +611.0% | +131.2% | +479.8% | +316.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling