+1,216.9%
VST vs WCC
+488.6%
+728.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +3.9% | -0.3% | +2.3% |
| 7D | +8.9% | +4.5% | +4.4% | +7.4% |
| 30D | +6.2% | -5.8% | +12.0% | +8.1% |
| 3M | -2.7% | -3.7% | +0.9% | -1.9% |
| 6M | -8.4% | +23.1% | -31.4% | -14.7% |
| YTD | -7.2% | +44.2% | -51.4% | -17.9% |
| 1Y | -20.9% | +62.1% | -83.0% | -32.9% |
| 3Y | +384.0% | +121.1% | +262.9% | +268.7% |
| 5Y | +757.1% | +214.0% | +543.1% | +469.4% |
| All | +1,216.9% | +488.6% | +728.3% | +516.2% |
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