+3,978.4%
WEC vs VSH
+1,674.8%
+2,303.6%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.4% | -5.1% | -1.0% |
| 7D | -0.3% | +4.1% | -4.3% | -0.5% |
| 30D | -1.3% | -4.2% | +2.9% | -1.1% |
| 3M | -3.9% | -50.0% | +46.0% | -0.2% |
| 6M | -8.3% | +80.2% | -88.5% | -13.1% |
| YTD | +3.1% | +121.1% | -118.0% | -3.9% |
| 1Y | +1.9% | +112.0% | -110.1% | -4.9% |
| 3Y | +41.9% | +22.5% | +19.4% | +35.8% |
| 5Y | +30.8% | +64.0% | -33.3% | +21.8% |
| 10Y | +141.9% | +170.4% | -28.5% | +112.8% |
| All | +3,978.4% | +1,674.8% | +2,303.6% | +2,830.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling