+1,151.3%
WCC vs VCLT
+99.5%
+1,051.8%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.3% | +1.3% | +0.4% |
| 7D | +14.2% | -1.9% | +16.1% | +14.8% |
| 30D | -9.8% | +1.4% | -11.3% | -10.3% |
| 3M | -10.1% | -1.8% | -8.4% | -9.7% |
| 6M | -9.4% | -3.9% | -5.5% | -8.4% |
| YTD | +34.4% | -3.9% | +38.3% | +36.0% |
| 1Y | +23.3% | -4.7% | +28.0% | +25.1% |
| 3Y | +137.9% | +14.1% | +123.9% | +132.3% |
| 5Y | +144.0% | -16.6% | +160.6% | +143.4% |
| 10Y | +442.5% | +21.4% | +421.0% | +504.6% |
| All | +1,151.3% | +99.5% | +1,051.8% | +2,084.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling