+3,978.4%
WEC vs VFC
+845.1%
+3,133.3%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.4% | -3.1% | -1.0% |
| 7D | -0.3% | -1.6% | +1.3% | -0.1% |
| 30D | -1.3% | -11.6% | +10.3% | +0.1% |
| 3M | -3.9% | -18.1% | +14.2% | -2.1% |
| 6M | -8.3% | -27.4% | +19.0% | -5.5% |
| YTD | +3.1% | -24.8% | +27.9% | +5.5% |
| 1Y | +1.9% | -8.2% | +10.1% | +1.2% |
| 3Y | +41.9% | -29.1% | +71.0% | +37.1% |
| 5Y | +30.8% | -79.2% | +109.9% | +48.5% |
| 10Y | +141.9% | -68.1% | +210.0% | +147.7% |
| All | +3,978.4% | +845.1% | +3,133.3% | +2,663.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling