+1,438.7%
WCN vs VCLT
+98.6%
+1,340.1%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.1% |
| 7D | +2.6% | -2.3% | +4.9% | +2.9% |
| 30D | +23.9% | +0.8% | +23.2% | +23.9% |
| 3M | +17.4% | -2.7% | +20.1% | +17.8% |
| 6M | +28.0% | -4.3% | +32.3% | +28.6% |
| YTD | +11.6% | -4.3% | +15.9% | +12.1% |
| 1Y | +16.9% | -4.4% | +21.2% | +17.4% |
| 3Y | +51.6% | +13.8% | +37.8% | +49.9% |
| 5Y | +48.0% | -17.0% | +64.9% | +47.2% |
| 10Y | +322.6% | +20.9% | +301.7% | +350.7% |
| All | +1,438.7% | +98.6% | +1,340.1% | +1,869.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling