+148.4%
WEC vs VFC
-69.4%
+217.8%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.2% | +1.3% | -0.6% |
| 7D | +0.4% | -2.3% | +2.7% | +0.6% |
| 30D | +0.9% | -13.4% | +14.3% | +2.2% |
| 3M | -5.3% | -23.7% | +18.4% | -3.2% |
| 6M | -6.6% | -24.5% | +17.9% | -4.7% |
| YTD | +3.3% | -27.8% | +31.1% | +5.6% |
| 1Y | +2.1% | -13.5% | +15.5% | +2.0% |
| 3Y | +39.6% | -27.1% | +66.7% | +34.5% |
| 5Y | +31.2% | -79.0% | +110.2% | +53.8% |
| 10Y | +148.4% | -68.7% | +217.2% | +154.0% |
| All | +148.4% | -69.4% | +217.8% | +154.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 VFC 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