+4,464.3%
WEC vs VMC
+3,457.0%
+1,007.3%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.6% | +1.5% | +1.0% |
| 7D | +2.3% | -1.3% | +3.6% | +2.5% |
| 30D | +11.1% | +15.5% | -4.4% | +8.8% |
| 3M | +8.4% | +0.6% | +7.9% | +8.2% |
| 6M | +7.5% | +2.1% | +5.4% | +6.9% |
| YTD | +15.3% | -1.6% | +16.9% | +15.0% |
| 1Y | +9.7% | -1.2% | +10.9% | +9.3% |
| 3Y | +64.7% | +35.3% | +29.3% | +55.7% |
| 5Y | +57.3% | +43.6% | +13.7% | +46.3% |
| 10Y | +195.9% | +126.7% | +69.1% | +149.7% |
| All | +4,464.3% | +3,457.0% | +1,007.3% | +2,514.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling