-34.9%
VST vs WCC
+24.5%
-59.3%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.8% | -9.9% | -3.9% | -8.9% |
| 7D | -15.7% | -8.8% | -6.9% | -11.6% |
| 30D | -17.0% | -16.0% | -1.0% | -9.6% |
| 3M | -15.9% | -15.2% | -0.7% | -9.1% |
| 6M | -25.0% | -8.4% | -16.6% | -21.8% |
| YTD | -25.1% | +30.1% | -55.2% | -33.1% |
| 1Y | -34.9% | +26.4% | -61.3% | -41.4% |
| All | -34.9% | +24.5% | -59.3% | -41.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling