+348.0%
VT vs WCC
+597.5%
-249.5%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -9.6% | +5.5% | -1.2% |
| 7D | -4.2% | -21.9% | +17.7% | +2.8% |
| 30D | -5.8% | -25.4% | +19.6% | +2.2% |
| 3M | -5.2% | -23.1% | +17.9% | +1.5% |
| 6M | +0.1% | -18.1% | +18.2% | +4.4% |
| YTD | +8.2% | +17.7% | -9.4% | -0.1% |
| 1Y | +10.1% | +12.4% | -2.2% | +2.9% |
| 3Y | +69.7% | +105.9% | -36.2% | +22.9% |
| 5Y | +53.4% | +116.8% | -63.4% | +3.0% |
| 10Y | +219.2% | +456.1% | -236.8% | +33.0% |
| All | +348.0% | +597.5% | -249.5% | +40.6% |
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