+4,410.0%
WEC vs VFC
+1,377.5%
+3,032.5%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.6% | -1.5% | +0.8% |
| 7D | +0.2% | +7.7% | -7.5% | -0.7% |
| 30D | +12.9% | +39.2% | -26.3% | +8.5% |
| 3M | +9.8% | +40.3% | -30.5% | +5.3% |
| 6M | +6.7% | +11.4% | -4.6% | +4.7% |
| YTD | +14.0% | +17.5% | -3.6% | +10.6% |
| 1Y | +7.3% | +45.9% | -38.5% | +1.1% |
| 3Y | +63.8% | +47.3% | +16.5% | +44.7% |
| 5Y | +54.8% | -67.2% | +122.0% | +66.5% |
| 10Y | +185.7% | -46.1% | +231.8% | +174.2% |
| All | +4,410.0% | +1,377.5% | +3,032.5% | +2,794.4% |
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 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