+1,179.1%
VST vs WEC
+195.2%
+983.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | +19.2% | -0.7% | +19.9% | +19.4% |
| 30D | -17.2% | +11.0% | -28.1% | -20.7% |
| 3M | -8.1% | +8.6% | -16.8% | -11.4% |
| 6M | -8.1% | +6.2% | -14.3% | -10.8% |
| YTD | -16.3% | +14.3% | -30.5% | -20.9% |
| 1Y | -24.1% | +8.4% | -32.5% | -26.9% |
| 3Y | +300.2% | +62.9% | +237.3% | +220.9% |
| 5Y | +645.9% | +55.8% | +590.1% | +507.3% |
| All | +1,179.1% | +195.2% | +983.9% | +820.9% |
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