+134.2%
WCC vs VO
+57.7%
+76.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.6% | +3.0% | +3.6% |
| 7D | +8.5% | +0.6% | +7.9% | +7.0% |
| 30D | -1.0% | -1.1% | +0.1% | +1.3% |
| 3M | +2.1% | +4.5% | -2.4% | -6.2% |
| 6M | +36.8% | +11.1% | +25.8% | +12.4% |
| YTD | +47.7% | +13.5% | +34.2% | +16.7% |
| 1Y | +66.5% | +14.5% | +52.0% | +29.9% |
| 3Y | +134.2% | +58.1% | +76.0% | -0.5% |
| All | +134.2% | +57.7% | +76.4% | -0.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling