+1,216.9%
VST vs WEC
+155.2%
+1,061.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.7% | +4.2% | +3.8% |
| 7D | +8.9% | -0.3% | +9.2% | +9.0% |
| 30D | +6.2% | -1.3% | +7.5% | +6.6% |
| 3M | -2.7% | -3.9% | +1.2% | -1.6% |
| 6M | -8.4% | -8.3% | 0.0% | -5.5% |
| YTD | -7.2% | +3.1% | -10.3% | -8.4% |
| 1Y | -20.9% | +1.9% | -22.8% | -21.8% |
| 3Y | +384.0% | +41.9% | +342.1% | +311.1% |
| 5Y | +757.1% | +30.8% | +726.3% | +650.6% |
| All | +1,216.9% | +155.2% | +1,061.6% | +864.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling