+997.3%
WM vs VCIT
+96.2%
+901.1%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.6% | +1.0% | +1.5% |
| 7D | +5.9% | +0.4% | +5.5% | +5.8% |
| 30D | +15.4% | +2.2% | +13.2% | +15.0% |
| 3M | +6.3% | -1.8% | +8.2% | +6.6% |
| 6M | +5.6% | -1.6% | +7.2% | +5.8% |
| YTD | +9.9% | -1.7% | +11.7% | +10.2% |
| 1Y | +20.8% | -0.8% | +21.7% | +20.9% |
| 3Y | +48.5% | +19.3% | +29.2% | +44.6% |
| 5Y | +60.6% | +3.5% | +57.0% | +55.9% |
| 10Y | +349.8% | +28.6% | +321.2% | +368.0% |
| All | +997.3% | +96.2% | +901.1% | +1,436.5% |
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