+148.4%
WEC vs VO
+193.0%
-44.5%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | 0.0% | -0.5% |
| 7D | +0.4% | -0.6% | +1.0% | +0.7% |
| 30D | +0.9% | -1.9% | +2.8% | +1.8% |
| 3M | -5.3% | +3.3% | -8.6% | -6.8% |
| 6M | -6.6% | +9.7% | -16.3% | -10.5% |
| YTD | +3.3% | +12.6% | -9.3% | -2.4% |
| 1Y | +2.1% | +13.6% | -11.6% | -4.1% |
| 3Y | +39.6% | +56.8% | -17.2% | +11.8% |
| 5Y | +31.2% | +42.3% | -11.1% | +8.3% |
| 10Y | +148.4% | +199.2% | -50.7% | +30.3% |
| All | +148.4% | +193.0% | -44.5% | +30.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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