+193.2%
WEC vs VSH
+141.4%
+51.7%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +8.8% | -8.4% | 0.0% |
| 7D | -0.5% | +12.8% | -13.3% | -1.3% |
| 30D | +12.0% | -9.0% | +21.0% | +12.2% |
| 3M | +11.1% | -12.2% | +23.3% | +11.4% |
| 6M | +6.0% | -15.9% | +21.9% | +5.1% |
| YTD | +14.3% | +103.2% | -89.0% | +5.3% |
| 1Y | +8.0% | +108.4% | -100.4% | -0.8% |
| 3Y | +62.8% | +41.6% | +21.3% | +52.4% |
| 5Y | +55.3% | +54.6% | +0.7% | +42.4% |
| 10Y | +193.2% | +138.2% | +55.0% | +151.7% |
| All | +193.2% | +141.4% | +51.7% | +151.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VSH.
Daily Out/Under-Performance
Portfolio return minus VSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSH 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 VSH 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