+653.4%
WDC vs VCIT
+29.7%
+623.8%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +0.1% | +9.8% | +9.8% |
| 7D | -14.4% | +0.7% | -15.1% | -15.3% |
| 30D | -27.1% | +1.8% | -28.9% | -28.8% |
| 3M | -33.3% | -1.6% | -31.7% | -32.1% |
| 6M | -39.6% | -2.1% | -37.5% | -38.0% |
| YTD | +68.4% | -1.6% | +70.0% | +72.3% |
| 1Y | +78.2% | -0.8% | +79.0% | +80.7% |
| 3Y | +772.0% | +19.9% | +752.1% | +605.8% |
| 5Y | +584.9% | +3.3% | +581.6% | +564.6% |
| 10Y | +653.4% | +30.6% | +622.8% | +587.6% |
| All | +653.4% | +29.7% | +623.8% | +587.6% |
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