+4,422.3%
WEC vs VFC
+1,360.5%
+3,061.8%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.9% | +0.5% |
| 7D | -0.5% | -1.4% | +0.8% | -0.4% |
| 30D | +12.0% | +30.7% | -18.7% | +8.4% |
| 3M | +11.1% | +40.6% | -29.6% | +6.5% |
| 6M | +6.0% | +16.5% | -10.5% | +3.5% |
| YTD | +14.3% | +16.2% | -1.9% | +11.0% |
| 1Y | +8.0% | +42.4% | -34.5% | +2.0% |
| 3Y | +62.8% | +48.1% | +14.8% | +43.8% |
| 5Y | +55.3% | -67.8% | +123.1% | +67.5% |
| 10Y | +193.2% | -48.5% | +241.6% | +183.1% |
| All | +4,422.3% | +1,360.5% | +3,061.8% | +2,806.3% |
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