+838.2%
WEC vs VT
+345.0%
+493.2%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.1% | +4.3% | +1.9% |
| 7D | +3.2% | -4.2% | +7.4% | +5.1% |
| 30D | +14.7% | -5.8% | +20.5% | +17.5% |
| 3M | +10.2% | -5.2% | +15.5% | +12.7% |
| 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% | +21.4% |
| 5Y | +54.4% | +53.4% | +1.1% | +23.9% |
| 10Y | +183.5% | +219.2% | -35.7% | +58.3% |
| All | +838.2% | +345.0% | +493.2% | +290.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling