+3,435.6%
WCC vs VO
+827.2%
+2,608.3%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.2% | +4.1% | +4.2% |
| 7D | +4.5% | -0.3% | +4.7% | +4.9% |
| 30D | -5.8% | -0.3% | -5.5% | -5.3% |
| 3M | -3.7% | +2.9% | -6.6% | -7.1% |
| 6M | +23.1% | +9.3% | +13.7% | +10.1% |
| YTD | +44.2% | +14.2% | +30.0% | +21.7% |
| 1Y | +62.1% | +15.3% | +46.8% | +35.7% |
| 3Y | +121.1% | +56.2% | +64.9% | +28.1% |
| 5Y | +214.0% | +42.4% | +171.5% | +113.6% |
| 10Y | +472.8% | +194.7% | +278.0% | +64.7% |
| All | +3,435.6% | +827.2% | +2,608.3% | +177.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling