+608.4%
VST vs WEC
+56.3%
+552.0%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.9% | -2.0% | -1.4% |
| 7D | +6.6% | +2.3% | +4.3% | +6.0% |
| 30D | -12.4% | +11.1% | -23.4% | -15.3% |
| 3M | -9.0% | +8.4% | -17.4% | -11.5% |
| 6M | -6.4% | +7.5% | -14.0% | -9.0% |
| YTD | -17.2% | +15.3% | -32.5% | -21.0% |
| 1Y | -22.0% | +9.7% | -31.8% | -24.5% |
| 3Y | +296.7% | +64.7% | +232.0% | +222.5% |
| All | +608.4% | +56.3% | +552.0% | +510.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling