+96.1%
VCIT vs WEC
+787.1%
-691.0%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.1% | +1.9% | 0.0% |
| 7D | +0.1% | -0.2% | +0.3% | +0.1% |
| 30D | +1.9% | +12.3% | -10.4% | +1.1% |
| 3M | -1.4% | +8.3% | -9.7% | -2.0% |
| 6M | -2.1% | +3.5% | -5.6% | -2.4% |
| YTD | -1.6% | +12.7% | -14.4% | -2.5% |
| 1Y | -0.9% | +8.2% | -9.1% | -1.5% |
| 3Y | +20.0% | +55.9% | -35.9% | +16.3% |
| 5Y | +3.1% | +51.2% | -48.1% | +0.1% |
| 10Y | +28.7% | +177.6% | -148.9% | +21.8% |
| All | +96.1% | +787.1% | -691.0% | +94.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling