+1,934.0%
VRT vs WEC
+135.9%
+1,798.0%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.9% | -4.5% | -3.6% |
| 7D | +10.5% | +2.3% | +8.2% | +10.5% |
| 30D | -9.3% | +11.1% | -20.4% | -9.3% |
| 3M | -29.6% | +8.4% | -38.0% | -29.6% |
| 6M | -45.4% | +7.5% | -52.9% | -45.4% |
| YTD | +24.8% | +15.3% | +9.5% | +24.7% |
| 1Y | +23.6% | +9.7% | +13.9% | +23.5% |
| 3Y | +379.7% | +64.7% | +315.0% | +365.6% |
| 5Y | +660.3% | +57.3% | +603.1% | +646.3% |
| All | +1,934.0% | +135.9% | +1,798.0% | +1,728.5% |
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