+30.6%
VCIT vs WEC
+178.6%
-148.0%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -1.0% | 0.0% |
| 7D | +0.7% | +0.2% | +0.5% | +0.7% |
| 30D | +1.8% | +12.9% | -11.1% | +0.8% |
| 3M | -1.6% | +9.8% | -11.3% | -2.3% |
| 6M | -2.1% | +6.7% | -8.8% | -2.7% |
| YTD | -1.6% | +14.0% | -15.5% | -2.7% |
| 1Y | -0.8% | +7.3% | -8.1% | -1.5% |
| 3Y | +19.9% | +63.8% | -43.9% | +15.0% |
| 5Y | +3.3% | +54.8% | -51.4% | -0.7% |
| 10Y | +30.6% | +185.7% | -155.1% | +18.6% |
| All | +30.6% | +178.6% | -148.0% | +18.6% |
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