+1,205.2%
VST vs WCC
+492.1%
+713.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +8.1% | -0.8% | +4.6% |
| 7D | -0.5% | -5.7% | +5.2% | +1.8% |
| 30D | -17.1% | -13.5% | -3.6% | -12.8% |
| 3M | -4.6% | -12.9% | +8.3% | -0.1% |
| 6M | -9.1% | -10.7% | +1.6% | -5.6% |
| YTD | -16.6% | +30.0% | -46.6% | -23.5% |
| 1Y | -29.5% | +24.7% | -54.2% | -34.6% |
| 3Y | +297.5% | +136.6% | +161.0% | +201.7% |
| 5Y | +654.5% | +143.9% | +510.6% | +441.8% |
| 10Y | +1,205.2% | +465.9% | +739.3% | +570.7% |
| All | +1,205.2% | +492.1% | +713.2% | +570.7% |
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