+1,130.5%
WCC vs VCLT
+98.6%
+1,031.9%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.4% | -1.2% | -1.5% |
| 7D | +9.9% | -2.3% | +12.2% | +10.7% |
| 30D | -8.4% | +0.8% | -9.2% | -8.7% |
| 3M | -10.3% | -2.7% | -7.7% | -9.7% |
| 6M | -10.5% | -4.3% | -6.2% | -9.3% |
| YTD | +32.2% | -4.3% | +36.5% | +33.9% |
| 1Y | +25.5% | -4.4% | +29.9% | +27.3% |
| 3Y | +134.7% | +13.8% | +120.9% | +129.3% |
| 5Y | +139.9% | -17.0% | +156.9% | +139.6% |
| 10Y | +433.5% | +20.9% | +412.5% | +495.3% |
| All | +1,130.5% | +98.6% | +1,031.9% | +2,050.6% |
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