-50.0%
VTRS vs WCC
+541.6%
-591.6%
-82.0%
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 | -2.2% | +1.5% | -3.7% | -2.6% |
| 30D | +3.3% | -2.1% | +5.4% | +3.7% |
| 3M | +2.0% | +3.8% | -1.8% | 0.0% |
| 6M | +19.9% | +35.0% | -15.0% | +9.1% |
| YTD | +35.7% | +46.4% | -10.6% | +20.4% |
| 1Y | +68.1% | +63.0% | +5.1% | +44.0% |
| 3Y | +87.1% | +133.9% | -46.9% | +37.2% |
| 5Y | +47.6% | +226.5% | -178.9% | -7.0% |
| All | -50.0% | +541.6% | -591.6% | -76.8% |
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