+189.4%
WEC vs VFC
-46.8%
+236.1%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.6% | -0.1% |
| 7D | +1.4% | +3.5% | -2.1% | +1.1% |
| 30D | +12.8% | +38.3% | -25.5% | +9.4% |
| 3M | +11.2% | +40.2% | -28.9% | +7.6% |
| 6M | +6.6% | +10.6% | -4.0% | +5.1% |
| YTD | +13.8% | +16.7% | -2.9% | +11.2% |
| 1Y | +7.6% | +45.0% | -37.3% | +2.7% |
| 3Y | +62.2% | +48.8% | +13.4% | +44.9% |
| 5Y | +52.0% | -67.6% | +119.5% | +72.1% |
| 10Y | +189.4% | -47.5% | +236.9% | +183.4% |
| All | +189.4% | -46.8% | +236.1% | +183.4% |
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