+534.2%
WCC vs VO
+193.0%
+341.2%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.8% | -0.5% | 0.0% |
| 7D | +6.8% | -0.6% | +7.4% | +7.8% |
| 30D | -3.0% | -1.9% | -1.1% | +0.2% |
| 3M | +0.2% | +3.3% | -3.1% | -4.3% |
| 6M | +33.2% | +9.7% | +23.5% | +16.5% |
| YTD | +45.8% | +12.6% | +33.2% | +22.9% |
| 1Y | +68.4% | +13.6% | +54.7% | +40.5% |
| 3Y | +131.1% | +56.8% | +74.3% | +23.6% |
| 5Y | +225.6% | +42.3% | +183.3% | +107.9% |
| 10Y | +534.2% | +199.2% | +335.0% | +53.4% |
| All | +534.2% | +193.0% | +341.2% | +53.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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