+421.0%
WELL vs VCIT
+28.8%
+392.2%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | 0.0% | 0.0% |
| 7D | +4.4% | +0.1% | +4.3% | +4.3% |
| 30D | +10.8% | +1.9% | +8.9% | +7.9% |
| 3M | +4.2% | -1.4% | +5.7% | +6.3% |
| 6M | +14.0% | -2.1% | +16.1% | +17.3% |
| YTD | +33.4% | -1.6% | +35.1% | +36.3% |
| 1Y | +32.4% | -0.9% | +33.3% | +33.9% |
| 3Y | +194.7% | +20.0% | +174.8% | +126.1% |
| 5Y | +226.5% | +3.1% | +223.3% | +224.0% |
| All | +421.0% | +28.8% | +392.2% | +298.6% |
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