+96.3%
VTR vs WCC
+541.6%
-445.3%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.7% | -4.2% | -1.5% |
| 7D | -0.3% | +1.5% | -1.8% | -0.8% |
| 30D | +1.1% | -2.1% | +3.2% | +1.4% |
| 3M | +7.9% | +3.8% | +4.1% | +5.4% |
| 6M | +6.2% | +35.0% | -28.8% | -4.9% |
| YTD | +17.7% | +46.4% | -28.6% | +2.4% |
| 1Y | +32.9% | +63.0% | -30.1% | +11.1% |
| 3Y | +129.7% | +133.9% | -4.3% | +58.1% |
| 5Y | +89.3% | +226.5% | -137.2% | +7.0% |
| All | +96.3% | +541.6% | -445.3% | -42.9% |
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