+156.2%
WCC vs VLTO
+27.2%
+129.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -1.6% | +5.5% | +4.6% |
| 7D | +4.5% | -2.3% | +6.8% | +5.6% |
| 30D | -5.8% | -0.9% | -4.9% | -5.6% |
| 3M | -3.7% | +13.8% | -17.5% | -11.7% |
| 6M | +23.1% | +2.0% | +21.1% | +20.4% |
| YTD | +44.2% | -3.2% | +47.3% | +45.5% |
| 1Y | +62.1% | -9.2% | +71.3% | +70.6% |
| All | +156.2% | +27.2% | +129.0% | +115.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling