+92.9%
VTR vs WCC
+139.9%
-47.0%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.7% | +0.8% | -0.6% |
| 7D | +0.2% | +9.9% | -9.8% | -1.0% |
| 30D | +5.5% | -8.4% | +13.9% | +6.2% |
| 3M | -0.9% | -10.3% | +9.4% | -0.2% |
| 6M | -0.4% | -10.5% | +10.1% | -0.1% |
| YTD | +17.0% | +32.2% | -15.1% | +9.4% |
| 1Y | +18.0% | +25.5% | -7.6% | +11.1% |
| 3Y | +127.4% | +134.7% | -7.3% | +79.3% |
| All | +92.9% | +139.9% | -47.0% | +45.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling