+143.9%
WEC vs VMC
+153.7%
-9.8%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.3% | +2.4% | -0.5% |
| 7D | +0.4% | -5.3% | +5.7% | +1.0% |
| 30D | +0.9% | -12.3% | +13.2% | +2.3% |
| 3M | -5.3% | -10.3% | +4.9% | -4.3% |
| 6M | -6.6% | -8.6% | +2.0% | -5.8% |
| YTD | +3.3% | -11.9% | +15.1% | +4.4% |
| 1Y | +2.1% | -13.9% | +16.0% | +3.4% |
| 3Y | +39.6% | +18.2% | +21.4% | +35.6% |
| 5Y | +31.2% | +47.7% | -16.6% | +23.4% |
| All | +143.9% | +153.7% | -9.8% | +122.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 VMC 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