+377.4%
VT vs WCC
+754.5%
-377.1%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.9% | -3.9% | -1.2% |
| 7D | +0.4% | +4.5% | -4.0% | -0.9% |
| 30D | +1.0% | -5.8% | +6.8% | +2.6% |
| 3M | +2.4% | -3.7% | +6.0% | +2.7% |
| 6M | +12.0% | +23.1% | -11.1% | +3.4% |
| YTD | +15.3% | +44.2% | -28.8% | +0.9% |
| 1Y | +22.6% | +62.1% | -39.5% | +2.7% |
| 3Y | +74.7% | +121.1% | -46.4% | +24.8% |
| 5Y | +66.1% | +214.0% | -147.8% | -0.3% |
| 10Y | +225.0% | +472.8% | -247.8% | +37.1% |
| All | +377.4% | +754.5% | -377.1% | +42.1% |
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