+96.3%
VCIT vs WEC
+805.8%
-709.5%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | +0.2% |
| 7D | +0.5% | +3.2% | -2.8% | +0.2% |
| 30D | +2.1% | +14.7% | -12.6% | +1.2% |
| 3M | -1.6% | +10.2% | -11.8% | -2.2% |
| 6M | -1.6% | +4.5% | -6.1% | -1.9% |
| YTD | -1.5% | +15.1% | -16.6% | -2.5% |
| 1Y | -0.4% | +9.4% | -9.8% | -1.0% |
| 3Y | +19.6% | +56.9% | -37.3% | +15.9% |
| 5Y | +3.3% | +54.4% | -51.2% | +0.1% |
| 10Y | +28.9% | +183.5% | -154.6% | +21.8% |
| All | +96.3% | +805.8% | -709.5% | +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