+507.5%
WCC vs VCLT
+17.0%
+490.5%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.2% | -2.1% | -2.4% |
| 7D | +1.7% | -1.3% | +2.9% | +2.6% |
| 30D | -6.1% | -1.1% | -4.9% | -5.3% |
| 3M | +3.1% | -3.7% | +6.8% | +5.9% |
| 6M | +28.2% | -4.0% | +32.3% | +32.3% |
| YTD | +41.1% | -3.4% | +44.5% | +44.9% |
| 1Y | +61.3% | -4.1% | +65.4% | +66.4% |
| 3Y | +123.6% | +11.0% | +112.7% | +109.9% |
| 5Y | +214.8% | -17.0% | +231.8% | +251.6% |
| All | +507.5% | +17.0% | +490.5% | +537.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 VCLT 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