+785.8%
WCC vs VT
+374.2%
+411.6%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | 0.0% | +3.9% | +3.9% |
| 7D | +4.5% | +0.4% | +4.0% | +3.8% |
| 30D | -5.8% | +1.0% | -6.8% | -7.0% |
| 3M | -3.7% | +2.4% | -6.0% | -6.1% |
| 6M | +23.1% | +12.0% | +11.1% | +6.8% |
| YTD | +44.2% | +15.3% | +28.8% | +20.4% |
| 1Y | +62.1% | +22.6% | +39.5% | +25.0% |
| 3Y | +121.1% | +74.7% | +46.4% | +10.8% |
| 5Y | +214.0% | +66.1% | +147.8% | +74.2% |
| 10Y | +472.8% | +225.0% | +247.8% | +51.8% |
| All | +785.8% | +374.2% | +411.6% | +59.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling