+380.6%
VSH vs WCC
+1,713.7%
-1,333.2%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +3.9% | +0.6% | +2.9% |
| 7D | +4.1% | +4.5% | -0.4% | +2.2% |
| 30D | -4.2% | -5.8% | +1.6% | -1.9% |
| 3M | -50.0% | -3.7% | -46.3% | -48.6% |
| 6M | +80.2% | +23.1% | +57.1% | +68.0% |
| YTD | +121.1% | +44.2% | +76.9% | +93.6% |
| 1Y | +112.0% | +62.1% | +49.9% | +76.8% |
| 3Y | +22.5% | +121.1% | -98.6% | -11.7% |
| 5Y | +64.0% | +214.0% | -149.9% | -1.8% |
| 10Y | +170.4% | +472.8% | -302.4% | +16.8% |
| All | +380.6% | +1,713.7% | -1,333.2% | -3.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling