+1,079.0%
VST vs WCC
+448.8%
+630.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.3% | -1.6% | +0.6% |
| 7D | +10.9% | +3.3% | +7.6% | +9.8% |
| 30D | -15.6% | -9.4% | -6.2% | -12.5% |
| 3M | -7.8% | -10.5% | +2.7% | -4.3% |
| 6M | -12.0% | -10.4% | -1.6% | -8.8% |
| YTD | -16.9% | +34.4% | -51.3% | -24.6% |
| 1Y | -25.1% | +27.7% | -52.7% | -31.1% |
| 3Y | +297.1% | +137.9% | +159.1% | +200.2% |
| 5Y | +641.9% | +147.0% | +494.9% | +429.8% |
| 10Y | +1,142.3% | +442.5% | +699.8% | +495.0% |
| All | +1,079.0% | +448.8% | +630.2% | +466.1% |
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