+24.6%
WCN vs VLTO
+26.2%
-1.6%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.2% | -0.8% |
| 7D | -0.4% | -1.6% | +1.1% | 0.0% |
| 30D | -2.1% | -2.9% | +0.7% | -1.3% |
| 3M | +6.4% | +12.7% | -6.3% | +2.7% |
| 6M | -3.7% | +1.6% | -5.3% | -4.4% |
| YTD | -6.4% | -4.0% | -2.4% | -5.8% |
| 1Y | -7.9% | -10.2% | +2.2% | -5.9% |
| All | +24.6% | +26.2% | -1.6% | +19.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 VLTO 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