+1,242.0%
WCC vs VCLT
+103.4%
+1,138.6%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +0.1% | +3.8% | +3.8% |
| 7D | +4.5% | -0.5% | +5.0% | +4.6% |
| 30D | -5.8% | -0.9% | -4.9% | -5.6% |
| 3M | -3.7% | -3.2% | -0.4% | -2.7% |
| 6M | +23.1% | -3.8% | +26.9% | +24.5% |
| YTD | +44.2% | -2.0% | +46.2% | +45.2% |
| 1Y | +62.1% | -0.8% | +62.9% | +62.7% |
| 3Y | +121.1% | +12.3% | +108.8% | +116.0% |
| 5Y | +214.0% | -15.4% | +229.4% | +211.7% |
| 10Y | +472.8% | +15.7% | +457.0% | +503.0% |
| All | +1,242.0% | +103.4% | +1,138.6% | +2,231.1% |
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