+44.7%
WCN vs VLTO
+54.8%
-10.2%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.5% | -1.8% | -1.5% |
| 7D | +2.9% | +5.4% | -2.5% | +1.2% |
| 30D | +22.1% | +22.3% | -0.2% | +14.7% |
| 3M | +13.2% | +19.6% | -6.4% | +6.9% |
| 6M | +23.7% | +35.2% | -11.5% | +12.7% |
| YTD | +8.7% | +17.9% | -9.1% | +2.6% |
| 1Y | +15.3% | +19.5% | -4.2% | +8.4% |
| 3Y | +46.0% | +73.9% | -27.9% | +32.2% |
| All | +44.7% | +54.8% | -10.2% | +30.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling