+417.7%
WCC vs VCLT
+21.5%
+396.1%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.4% | -1.2% | -1.4% |
| 7D | +9.9% | -2.3% | +12.2% | +11.7% |
| 30D | -8.4% | +0.8% | -9.2% | -9.1% |
| 3M | -10.3% | -2.7% | -7.7% | -8.8% |
| 6M | -10.5% | -4.3% | -6.2% | -7.7% |
| YTD | +32.2% | -4.3% | +36.5% | +36.5% |
| 1Y | +25.5% | -4.4% | +29.9% | +29.7% |
| 3Y | +134.7% | +13.8% | +120.9% | +116.3% |
| 5Y | +139.9% | -17.0% | +156.9% | +168.7% |
| All | +417.7% | +21.5% | +396.1% | +449.3% |
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