+297.5%
VST vs WEC
+60.5%
+237.0%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +1.1% | +6.2% | +7.3% |
| 7D | -0.5% | +0.2% | -0.7% | -0.5% |
| 30D | -17.1% | +12.9% | -30.0% | -17.9% |
| 3M | -4.6% | +9.8% | -14.4% | -5.4% |
| 6M | -9.1% | +6.7% | -15.8% | -9.7% |
| YTD | -16.6% | +14.0% | -30.6% | -17.0% |
| 1Y | -29.5% | +7.3% | -36.8% | -29.8% |
| 3Y | +297.5% | +63.8% | +233.7% | +290.0% |
| All | +297.5% | +60.5% | +237.0% | +290.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling