+197.9%
WEC vs VCLT
+21.5%
+176.3%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.3% | +1.1% |
| 7D | +2.3% | -2.3% | +4.6% | +3.3% |
| 30D | +11.1% | +0.8% | +10.3% | +10.7% |
| 3M | +8.4% | -2.7% | +11.1% | +9.7% |
| 6M | +7.5% | -4.3% | +11.8% | +9.5% |
| YTD | +15.3% | -4.3% | +19.7% | +17.5% |
| 1Y | +9.7% | -4.4% | +14.1% | +11.8% |
| 3Y | +64.7% | +13.8% | +50.9% | +55.3% |
| 5Y | +57.3% | -17.0% | +74.2% | +66.9% |
| All | +197.9% | +21.5% | +176.3% | +150.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 VCLT 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