+373.4%
VST vs WCC
+124.0%
+249.4%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +3.9% | -0.3% | +1.7% |
| 7D | +8.9% | +4.5% | +4.4% | +6.7% |
| 30D | +6.2% | -5.8% | +12.0% | +8.9% |
| 3M | -2.7% | -3.7% | +0.9% | -1.7% |
| 6M | -8.4% | +23.1% | -31.4% | -17.9% |
| YTD | -7.2% | +44.2% | -51.4% | -23.2% |
| 1Y | -20.9% | +62.1% | -83.0% | -38.8% |
| All | +373.4% | +124.0% | +249.4% | +213.3% |
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