-10.9%
WBD vs VCIT
+29.5%
-40.4%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.2% | +0.9% | +1.0% |
| 7D | +6.7% | -0.7% | +7.4% | +7.5% |
| 30D | +19.3% | -0.1% | +19.4% | +19.4% |
| 3M | +78.9% | +1.6% | +77.4% | +76.0% |
| 6M | +171.9% | +5.6% | +166.3% | +155.9% |
| YTD | +115.3% | +8.1% | +107.2% | +98.2% |
| 1Y | +177.2% | +7.4% | +169.8% | +156.9% |
| 3Y | +118.2% | +26.5% | +91.8% | +74.6% |
| 5Y | +6.2% | +4.1% | +2.1% | -6.6% |
| All | -10.9% | +29.5% | -40.4% | -21.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VCIT.
Daily Out/Under-Performance
Portfolio return minus VCIT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCIT 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 VCIT 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