+3,978.4%
WEC vs VMC
+3,246.6%
+731.8%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.9% | -1.6% | -0.8% |
| 7D | -0.3% | -4.3% | +4.1% | +0.3% |
| 30D | -1.3% | -8.2% | +7.0% | -0.2% |
| 3M | -3.9% | -7.0% | +3.1% | -3.1% |
| 6M | -8.3% | -10.8% | +2.4% | -7.1% |
| YTD | +3.1% | -7.4% | +10.5% | +3.7% |
| 1Y | +1.9% | -9.5% | +11.4% | +2.8% |
| 3Y | +41.9% | +20.5% | +21.4% | +36.4% |
| 5Y | +30.8% | +51.6% | -20.8% | +20.7% |
| 10Y | +141.9% | +150.0% | -8.1% | +100.7% |
| All | +3,978.4% | +3,246.6% | +731.8% | +2,257.6% |
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