+336.4%
WM vs VCIT
+28.8%
+307.6%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.1% | -2.0% | -2.0% |
| 7D | +1.2% | +0.1% | +1.1% | +1.2% |
| 30D | +13.1% | +1.9% | +11.2% | +12.3% |
| 3M | +3.6% | -1.4% | +5.1% | +4.2% |
| 6M | +8.1% | -2.1% | +10.2% | +8.9% |
| YTD | +8.9% | -1.6% | +10.5% | +9.5% |
| 1Y | +20.3% | -0.9% | +21.2% | +20.6% |
| 3Y | +46.2% | +20.0% | +26.2% | +35.9% |
| 5Y | +59.9% | +3.1% | +56.8% | +55.4% |
| All | +336.4% | +28.8% | +307.6% | +351.7% |
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