+62.2%
WEC vs VSH
+32.2%
+30.0%
-14.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.4% | -1.6% | -0.1% |
| 7D | +1.4% | -1.6% | +3.0% | +1.4% |
| 30D | +12.8% | -21.3% | +34.1% | +12.8% |
| 3M | +11.2% | -18.9% | +30.1% | +11.2% |
| 6M | +6.6% | -21.4% | +28.0% | +6.0% |
| YTD | +13.8% | +86.8% | -73.0% | +11.5% |
| 1Y | +7.6% | +85.8% | -78.1% | +5.4% |
| 3Y | +62.2% | +30.1% | +32.1% | +58.5% |
| All | +62.2% | +32.2% | +30.0% | +58.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling