+373.4%
VST vs WEC
+42.1%
+331.3%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.7% | +4.2% | +3.6% |
| 7D | +8.9% | -0.3% | +9.2% | +8.9% |
| 30D | +6.2% | -1.3% | +7.5% | +6.3% |
| 3M | -2.7% | -3.9% | +1.2% | -2.4% |
| 6M | -8.4% | -8.3% | 0.0% | -7.6% |
| YTD | -7.2% | +3.1% | -10.3% | -7.1% |
| 1Y | -20.9% | +1.9% | -22.8% | -20.8% |
| All | +373.4% | +42.1% | +331.3% | +356.7% |
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