+1.3%
VSAT vs WCC
+518.6%
-517.3%
-92.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -3.2% | +5.8% | +4.2% |
| 7D | +3.4% | +1.7% | +1.8% | +2.5% |
| 30D | -12.2% | -6.1% | -6.2% | -9.2% |
| 3M | +20.6% | +3.1% | +17.5% | +18.7% |
| 6M | +60.2% | +28.2% | +31.9% | +40.7% |
| YTD | +115.3% | +41.1% | +74.2% | +80.7% |
| 1Y | +154.6% | +61.3% | +93.3% | +101.0% |
| 3Y | +211.2% | +123.6% | +87.5% | +97.1% |
| 5Y | +52.7% | +214.8% | -162.1% | -22.8% |
| All | +1.3% | +518.6% | -517.3% | -75.1% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling