+74.7%
WBD vs VCIT
+98.3%
-23.5%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | -1.8% | -0.3% | -1.5% | -1.6% |
| 30D | +8.8% | -0.8% | +9.5% | +9.4% |
| 3M | +4.6% | -1.0% | +5.6% | +5.4% |
| 6M | +1.1% | -1.8% | +2.9% | +2.4% |
| YTD | -2.0% | -0.7% | -1.3% | -1.5% |
| 1Y | +140.0% | +1.0% | +139.0% | +138.4% |
| 3Y | +144.4% | +18.8% | +125.5% | +121.4% |
| 5Y | -0.2% | +3.5% | -3.7% | -9.9% |
| 10Y | +9.1% | +29.2% | -20.1% | +1.6% |
| All | +74.7% | +98.3% | -23.5% | +113.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling