+179.3%
WEC vs VT
+214.8%
-35.5%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.1% | +4.3% | +1.8% |
| 7D | +3.2% | -4.2% | +7.4% | +5.0% |
| 30D | +14.7% | -5.8% | +20.5% | +17.4% |
| 3M | +10.2% | -5.2% | +15.5% | +12.5% |
| 6M | +4.5% | +0.1% | +4.3% | +3.9% |
| YTD | +15.1% | +8.2% | +6.9% | +10.4% |
| 1Y | +9.4% | +10.1% | -0.7% | +4.1% |
| 3Y | +56.9% | +69.7% | -12.7% | +20.2% |
| 5Y | +54.4% | +53.4% | +1.1% | +22.9% |
| All | +179.3% | +214.8% | -35.5% | +36.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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