+297.8%
VTI vs WCC
+541.6%
-243.9%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.7% | -2.9% | -0.1% |
| 7D | -0.9% | +1.5% | -2.4% | -1.3% |
| 30D | -1.4% | -2.1% | +0.7% | -1.1% |
| 3M | +3.6% | +3.8% | -0.2% | +1.9% |
| 6M | +13.6% | +35.0% | -21.4% | +3.7% |
| YTD | +12.9% | +46.4% | -33.4% | +0.5% |
| 1Y | +17.2% | +63.0% | -45.8% | +0.9% |
| 3Y | +75.7% | +133.9% | -58.3% | +31.0% |
| 5Y | +75.4% | +226.5% | -151.1% | +14.5% |
| All | +297.8% | +541.6% | -243.9% | +89.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling