-50.0%
VTRS vs WEC
+146.6%
-196.5%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | -2.2% | -0.6% | -1.6% | -2.1% |
| 30D | +3.3% | -2.6% | +5.9% | +3.8% |
| 3M | +2.0% | -6.0% | +8.0% | +3.1% |
| 6M | +19.9% | -5.4% | +25.4% | +21.0% |
| YTD | +35.7% | +2.5% | +33.3% | +34.8% |
| 1Y | +68.1% | -0.7% | +68.8% | +67.9% |
| 3Y | +87.1% | +38.7% | +48.4% | +75.2% |
| 5Y | +47.6% | +31.7% | +16.0% | +39.4% |
| All | -50.0% | +146.6% | -196.5% | -51.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling