+396.2%
VUG vs WEC
+186.5%
+209.7%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.6% | -0.7% |
| 7D | -1.2% | +1.4% | -2.6% | -1.5% |
| 30D | -8.9% | +12.8% | -21.7% | -11.6% |
| 3M | -5.9% | +11.2% | -17.1% | -8.5% |
| 6M | -3.3% | +6.6% | -9.9% | -5.2% |
| YTD | +3.4% | +13.8% | -10.4% | -0.7% |
| 1Y | +1.9% | +7.6% | -5.7% | -0.6% |
| 3Y | +76.9% | +62.2% | +14.7% | +50.6% |
| 5Y | +63.9% | +52.0% | +11.9% | +41.3% |
| 10Y | +396.2% | +189.4% | +206.8% | +277.6% |
| All | +396.2% | +186.5% | +209.7% | +277.6% |
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