+465.9%
WCC vs VT
+223.7%
+242.2%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | +2.6% | +5.5% | +3.7% |
| 7D | -5.7% | +0.4% | -6.1% | -6.2% |
| 30D | -13.5% | -2.6% | -10.9% | -9.1% |
| 3M | -12.9% | -3.2% | -9.6% | -7.2% |
| 6M | -10.7% | +0.9% | -11.6% | -10.8% |
| YTD | +30.0% | +11.3% | +18.7% | +11.2% |
| 1Y | +24.7% | +14.0% | +10.7% | +2.8% |
| 3Y | +136.6% | +75.8% | +60.7% | +0.2% |
| 5Y | +143.9% | +57.8% | +86.1% | +27.2% |
| 10Y | +465.9% | +219.8% | +246.1% | +27.2% |
| All | +465.9% | +223.7% | +242.2% | +27.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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