+420.5%
VUG vs WCC
+506.2%
-85.7%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.3% | +0.8% | -0.2% |
| 7D | +0.1% | +6.8% | -6.7% | -1.6% |
| 30D | -1.7% | -3.0% | +1.3% | -1.1% |
| 3M | +2.8% | +0.2% | +2.6% | +2.1% |
| 6M | +13.6% | +33.2% | -19.6% | +4.3% |
| YTD | +8.1% | +45.8% | -37.7% | -3.5% |
| 1Y | +13.1% | +68.4% | -55.3% | -3.2% |
| 3Y | +87.0% | +131.1% | -44.2% | +41.0% |
| 5Y | +76.0% | +225.6% | -149.6% | +17.5% |
| 10Y | +420.5% | +534.2% | -113.7% | +162.1% |
| All | +420.5% | +506.2% | -85.7% | +162.1% |
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