+31.5%
VCIT vs WEC
+190.8%
-159.3%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.4% | 0.0% |
| 7D | -0.5% | -0.5% | +0.1% | -0.4% |
| 30D | +1.5% | +12.0% | -10.5% | +0.5% |
| 3M | -1.0% | +11.1% | -12.0% | -1.8% |
| 6M | -1.7% | +6.0% | -7.6% | -2.2% |
| YTD | -1.4% | +14.3% | -15.6% | -2.5% |
| 1Y | -0.9% | +8.0% | -8.9% | -1.7% |
| 3Y | +19.8% | +62.8% | -43.1% | +14.9% |
| 5Y | +4.6% | +55.3% | -50.7% | +0.6% |
| 10Y | +31.5% | +193.2% | -161.6% | +19.2% |
| All | +31.5% | +190.8% | -159.3% | +19.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WEC.
Daily Out/Under-Performance
Portfolio return minus WEC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WEC 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 WEC 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