-1.2%
VSAT vs WCC
+539.2%
-540.4%
-92.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -1.3% | -5.6% | -6.2% |
| 7D | +3.5% | +6.8% | -3.3% | 0.0% |
| 30D | -14.7% | -3.0% | -11.7% | -13.2% |
| 3M | +13.2% | +0.2% | +13.0% | +13.1% |
| 6M | +57.4% | +33.2% | +24.2% | +35.6% |
| YTD | +110.0% | +45.8% | +64.2% | +73.3% |
| 1Y | +134.4% | +68.4% | +66.0% | +81.0% |
| 3Y | +203.5% | +131.1% | +72.4% | +89.1% |
| 5Y | +47.1% | +225.6% | -178.5% | -26.9% |
| All | -1.2% | +539.2% | -540.4% | -76.1% |
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 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