-44.6%
VG vs WEC
+29.8%
-74.4%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.9% | -1.8% | -0.7% |
| 7D | +14.0% | +2.3% | +11.6% | +14.5% |
| 30D | -1.0% | +11.1% | -12.0% | +0.8% |
| 3M | -2.7% | +8.4% | -11.1% | -1.3% |
| 6M | +1.5% | +7.5% | -6.0% | +3.2% |
| YTD | +93.7% | +15.3% | +78.4% | +94.4% |
| 1Y | +68.5% | +9.7% | +58.8% | +68.5% |
| All | -44.6% | +29.8% | -74.4% | -38.2% |
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