+341.8%
VSH vs WCC
+1,591.2%
-1,249.4%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +3.3% | +5.4% | +7.4% |
| 7D | +12.8% | +3.3% | +9.4% | +12.0% |
| 30D | -9.0% | -9.4% | +0.4% | -4.2% |
| 3M | -12.2% | -10.5% | -1.7% | -6.9% |
| 6M | -15.9% | -10.4% | -5.5% | -9.7% |
| YTD | +103.2% | +34.4% | +68.8% | +85.5% |
| 1Y | +108.4% | +27.7% | +80.8% | +94.3% |
| 3Y | +41.6% | +137.9% | -96.4% | +1.0% |
| 5Y | +54.6% | +147.0% | -92.4% | +3.1% |
| 10Y | +138.2% | +442.5% | -304.3% | +7.1% |
| All | +341.8% | +1,591.2% | -1,249.4% | -7.2% |
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