+224.6%
VT vs WCN
+309.3%
-84.7%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.6% | +0.6% | +0.9% |
| 7D | -0.7% | +0.4% | -1.1% | -0.9% |
| 30D | -1.7% | +25.3% | -27.1% | -11.1% |
| 3M | -2.3% | +15.4% | -17.7% | -8.5% |
| 6M | +1.5% | +27.8% | -26.3% | -9.8% |
| YTD | +12.0% | +10.6% | +1.5% | +5.8% |
| 1Y | +12.9% | +15.8% | -2.9% | +4.0% |
| 3Y | +74.9% | +50.3% | +24.7% | +37.7% |
| 5Y | +59.9% | +46.9% | +13.0% | +25.3% |
| 10Y | +224.6% | +318.8% | -94.2% | +63.0% |
| All | +224.6% | +309.3% | -84.7% | +63.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 10y: compounded portfolio wealth divided by compounded WCN 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…
10y analysis · Full analysis span regression · 6 months rolling