+468.3%
WELL vs VCIT
+30.9%
+437.4%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | +0.1% | -0.5% | +0.6% | +0.7% |
| 30D | +7.8% | +1.5% | +6.3% | +5.6% |
| 3M | +10.2% | -1.0% | +11.2% | +11.6% |
| 6M | +16.4% | -1.7% | +18.0% | +18.9% |
| YTD | +35.2% | -1.4% | +36.5% | +37.6% |
| 1Y | +30.5% | -0.9% | +31.4% | +32.0% |
| 3Y | +206.1% | +19.8% | +186.3% | +135.7% |
| 5Y | +228.3% | +4.6% | +223.7% | +217.6% |
| 10Y | +468.3% | +31.5% | +436.8% | +326.8% |
| All | +468.3% | +30.9% | +437.4% | +326.8% |
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