+37.9%
VSH vs WCC
+138.4%
-100.5%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | 0.0% | -4.6% | -4.6% |
| 7D | +26.2% | +14.2% | +12.0% | +15.3% |
| 30D | -12.5% | -9.8% | -2.7% | -4.9% |
| 3M | -16.9% | -10.1% | -6.8% | -9.3% |
| 6M | -17.0% | -9.4% | -7.6% | -8.8% |
| YTD | +93.8% | +34.4% | +59.4% | +67.3% |
| 1Y | +99.3% | +23.3% | +76.1% | +80.9% |
| All | +37.9% | +138.4% | -100.5% | -20.5% |
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