+1,010.1%
WM vs VCIT
+96.6%
+913.4%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.2% | +0.9% | +1.1% |
| 7D | +4.5% | +0.5% | +4.0% | +4.4% |
| 30D | +16.1% | +2.1% | +14.0% | +15.7% |
| 3M | +8.0% | -1.6% | +9.6% | +8.3% |
| 6M | +8.4% | -1.6% | +10.0% | +8.6% |
| YTD | +11.2% | -1.5% | +12.7% | +11.4% |
| 1Y | +22.3% | -0.4% | +22.7% | +22.3% |
| 3Y | +50.2% | +19.6% | +30.7% | +46.3% |
| 5Y | +63.3% | +3.3% | +60.0% | +58.5% |
| 10Y | +355.0% | +28.9% | +326.1% | +373.3% |
| All | +1,010.1% | +96.6% | +913.4% | +1,453.8% |
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 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