+193.2%
WEC vs VMC
+129.3%
+63.9%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.0% | +1.4% | +0.5% |
| 7D | -0.5% | -4.3% | +3.8% | 0.0% |
| 30D | +12.0% | +16.2% | -4.2% | +10.0% |
| 3M | +11.1% | -0.8% | +11.9% | +11.1% |
| 6M | +6.0% | +1.2% | +4.8% | +5.6% |
| YTD | +14.3% | +0.5% | +13.8% | +13.7% |
| 1Y | +8.0% | -2.9% | +10.9% | +7.9% |
| 3Y | +62.8% | +37.3% | +25.5% | +55.1% |
| 5Y | +55.3% | +48.8% | +6.5% | +45.1% |
| 10Y | +193.2% | +131.4% | +61.7% | +161.0% |
| All | +193.2% | +129.3% | +63.9% | +161.0% |
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