+1,112.0%
VST vs WEC
+176.2%
+935.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | -2.1% | +12.6% | +11.3% |
| 7D | -9.8% | -0.2% | -9.6% | -10.0% |
| 30D | -25.1% | +12.3% | -37.4% | -28.7% |
| 3M | -11.6% | +8.3% | -19.8% | -14.6% |
| 6M | -20.9% | +3.5% | -24.4% | -22.5% |
| YTD | -22.3% | +12.7% | -35.0% | -26.2% |
| 1Y | -32.0% | +8.2% | -40.2% | -34.4% |
| 3Y | +262.4% | +55.9% | +206.5% | +196.0% |
| 5Y | +563.4% | +51.2% | +512.1% | +446.6% |
| All | +1,112.0% | +176.2% | +935.8% | +763.8% |
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