+566.5%
VTRS vs WEC
+3,986.5%
-3,420.0%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.2% | -0.4% |
| 7D | -3.5% | +0.4% | -3.8% | -3.6% |
| 30D | +2.1% | +0.9% | +1.2% | +1.7% |
| 3M | +2.6% | -5.3% | +7.9% | +4.3% |
| 6M | +17.8% | -6.6% | +24.3% | +20.0% |
| YTD | +35.7% | +3.3% | +32.4% | +33.7% |
| 1Y | +63.5% | +2.1% | +61.4% | +61.6% |
| 3Y | +85.1% | +39.6% | +45.5% | +64.2% |
| 5Y | +42.5% | +31.2% | +11.3% | +27.8% |
| 10Y | -48.2% | +148.4% | -196.6% | -65.1% |
| All | +566.5% | +3,986.5% | -3,420.0% | +45.4% |
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