+903.1%
WM vs VCIT
+98.3%
+804.9%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.2% |
| 7D | -0.3% | -0.3% | 0.0% | -0.3% |
| 30D | -2.4% | -0.8% | -1.6% | -2.3% |
| 3M | +0.4% | -1.0% | +1.4% | +0.6% |
| 6M | -9.5% | -1.8% | -7.6% | -9.2% |
| YTD | +0.5% | -0.7% | +1.2% | +0.6% |
| 1Y | -1.1% | +1.0% | -2.1% | -1.3% |
| 3Y | +46.0% | +18.8% | +27.2% | +42.3% |
| 5Y | +51.8% | +3.5% | +48.3% | +47.2% |
| 10Y | +307.5% | +29.2% | +278.3% | +322.4% |
| All | +903.1% | +98.3% | +804.9% | +1,302.5% |
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