+1,022.1%
WELL vs VCIT
+96.6%
+925.5%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.2% | -1.3% | -1.3% |
| 7D | +5.3% | +0.5% | +4.8% | +4.7% |
| 30D | +8.7% | +2.1% | +6.6% | +6.1% |
| 3M | +3.8% | -1.6% | +5.4% | +5.8% |
| 6M | +15.4% | -1.6% | +16.9% | +17.4% |
| YTD | +33.7% | -1.5% | +35.2% | +36.0% |
| 1Y | +33.6% | -0.4% | +34.0% | +34.1% |
| 3Y | +194.2% | +19.6% | +174.6% | +137.3% |
| 5Y | +227.0% | +3.3% | +223.7% | +216.2% |
| 10Y | +430.7% | +28.9% | +401.9% | +329.3% |
| All | +1,022.1% | +96.6% | +925.5% | +928.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling