+48.4%
WCN vs VLTO
+56.4%
-8.0%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.6% | -0.2% |
| 7D | +2.6% | +1.0% | +1.6% | +2.3% |
| 30D | +23.9% | +17.5% | +6.5% | +17.8% |
| 3M | +17.4% | +21.4% | -4.0% | +10.4% |
| 6M | +28.0% | +38.1% | -10.1% | +15.9% |
| YTD | +11.6% | +19.0% | -7.5% | +4.9% |
| 1Y | +16.9% | +20.7% | -3.8% | +9.5% |
| 3Y | +51.6% | +64.3% | -12.7% | +37.2% |
| All | +48.4% | +56.4% | -8.0% | +33.1% |
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