+113.7%
WCC vs VLTO
+54.8%
+58.8%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.5% | +1.7% | +2.0% |
| 7D | -14.7% | +5.4% | -20.1% | -16.5% |
| 30D | -20.1% | +22.3% | -42.4% | -27.2% |
| 3M | -21.2% | +19.6% | -40.8% | -27.5% |
| 6M | -19.2% | +35.2% | -54.3% | -31.5% |
| YTD | +20.2% | +17.9% | +2.4% | +10.7% |
| 1Y | +14.5% | +19.5% | -5.1% | +4.0% |
| 3Y | +115.1% | +73.9% | +41.2% | +53.8% |
| All | +113.7% | +54.8% | +58.8% | +64.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 VLTO 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