+468.3%
WELL vs VCIT
+30.4%
+438.0%
-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% | +1.0% | +6.8% | +6.3% |
| 3M | +10.2% | -1.4% | +11.6% | +12.3% |
| 6M | +16.4% | -2.1% | +18.5% | +19.6% |
| YTD | +35.2% | -1.8% | +37.0% | +38.4% |
| 1Y | +30.5% | -1.4% | +31.8% | +32.8% |
| 3Y | +206.1% | +19.3% | +186.8% | +137.1% |
| 5Y | +228.3% | +4.1% | +224.1% | +219.5% |
| 10Y | +468.3% | +30.9% | +437.4% | +329.3% |
| All | +468.3% | +30.4% | +438.0% | +329.3% |
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