+642.9%
WDC vs VCIT
+31.0%
+611.8%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -0.2% | -4.8% | -4.8% |
| 7D | +12.1% | -1.4% | +13.5% | +14.1% |
| 30D | -18.8% | +0.6% | -19.4% | -19.6% |
| 3M | -39.3% | -2.2% | -37.1% | -37.7% |
| 6M | -40.1% | -2.3% | -37.8% | -38.4% |
| YTD | +71.8% | -2.2% | +74.0% | +77.0% |
| 1Y | +88.5% | -1.4% | +89.8% | +92.4% |
| 3Y | +770.0% | +18.7% | +751.2% | +611.5% |
| 5Y | +549.0% | +3.6% | +545.5% | +526.9% |
| All | +642.9% | +31.0% | +611.8% | +568.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VCIT.
Daily Out/Under-Performance
Portfolio return minus VCIT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCIT 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 VCIT 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