+99.9%
VTRS vs WCC
+1,675.2%
-1,575.3%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.2% | +2.5% | -0.1% |
| 7D | -3.3% | +1.7% | -5.0% | -3.7% |
| 30D | +1.4% | -6.1% | +7.4% | +2.5% |
| 3M | +4.6% | +3.1% | +1.6% | +3.2% |
| 6M | +18.1% | +28.2% | -10.2% | +10.6% |
| YTD | +34.7% | +41.1% | -6.4% | +23.2% |
| 1Y | +65.6% | +61.3% | +4.3% | +46.6% |
| 3Y | +83.8% | +123.6% | -39.9% | +46.0% |
| 5Y | +46.5% | +214.8% | -168.3% | +4.8% |
| 10Y | -48.6% | +513.6% | -562.2% | -70.2% |
| All | +99.9% | +1,675.2% | -1,575.3% | -10.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling