+51.6%
WCN vs VCLT
+14.4%
+37.2%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.2% |
| 7D | +2.6% | -2.3% | +4.9% | +3.6% |
| 30D | +23.9% | +0.8% | +23.2% | +23.7% |
| 3M | +17.4% | -2.7% | +20.1% | +18.6% |
| 6M | +28.0% | -4.3% | +32.3% | +30.0% |
| YTD | +11.6% | -4.3% | +15.9% | +13.2% |
| 1Y | +16.9% | -4.4% | +21.2% | +18.6% |
| 3Y | +51.6% | +13.8% | +37.8% | +37.3% |
| All | +51.6% | +14.4% | +37.2% | +37.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 VCLT 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