+221.8%
VT vs WCN
+322.1%
-100.3%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | +2.4% | +2.6% | -0.2% | +1.3% |
| 30D | -1.5% | +23.9% | -25.4% | -10.4% |
| 3M | -4.1% | +17.4% | -21.5% | -10.8% |
| 6M | +0.6% | +28.0% | -27.5% | -10.7% |
| YTD | +11.0% | +11.6% | -0.5% | +4.4% |
| 1Y | +13.3% | +16.9% | -3.5% | +4.0% |
| 3Y | +73.4% | +51.6% | +21.8% | +36.0% |
| 5Y | +57.4% | +48.0% | +9.5% | +23.1% |
| All | +221.8% | +322.1% | -100.3% | +61.3% |
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