+227.8%
VST vs WEC
+57.1%
+170.7%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +0.2% | -6.3% | -6.2% |
| 7D | -19.9% | +3.2% | -23.1% | -20.0% |
| 30D | -29.7% | +14.7% | -44.3% | -30.5% |
| 3M | -19.6% | +10.2% | -29.8% | -20.2% |
| 6M | -29.4% | +4.5% | -33.9% | -29.7% |
| YTD | -29.7% | +15.1% | -44.8% | -30.1% |
| 1Y | -40.0% | +9.4% | -49.4% | -40.4% |
| All | +227.8% | +57.1% | +170.7% | +222.2% |
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 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