+131.0%
WCC vs VLTO
+70.5%
+60.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | -0.1% | 0.0% |
| 7D | -9.9% | +1.6% | -11.6% | -10.5% |
| 30D | -13.4% | +22.0% | -35.4% | -20.6% |
| 3M | -13.5% | +21.9% | -35.4% | -20.9% |
| 6M | -10.6% | +36.5% | -47.1% | -24.2% |
| YTD | +30.1% | +19.0% | +11.1% | +20.0% |
| 1Y | +22.3% | +21.0% | +1.3% | +11.0% |
| All | +131.0% | +70.5% | +60.4% | +73.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling