+193.2%
WEC vs VT
+224.4%
-31.2%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.1% | -0.7% | -0.1% |
| 7D | -0.5% | -0.7% | +0.2% | -0.3% |
| 30D | +12.0% | -1.7% | +13.7% | +12.6% |
| 3M | +11.1% | -2.3% | +13.4% | +12.0% |
| 6M | +6.0% | +1.5% | +4.5% | +4.9% |
| YTD | +14.3% | +12.0% | +2.2% | +8.1% |
| 1Y | +8.0% | +12.9% | -4.9% | +1.7% |
| 3Y | +62.8% | +74.9% | -12.1% | +23.2% |
| 5Y | +55.3% | +59.9% | -4.6% | +21.4% |
| 10Y | +193.2% | +224.6% | -31.5% | +43.2% |
| All | +193.2% | +224.4% | -31.2% | +43.2% |
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