+2.6%
VMC vs BBWI
+2.4%
+0.2%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +4.1% | +0.5% | +4.0% |
| 7D | +12.3% | +8.8% | +3.6% | +11.0% |
| 30D | +21.2% | +34.8% | -13.6% | +16.4% |
| 3M | +4.6% | +12.9% | -8.3% | +2.5% |
| 6M | +3.9% | +29.6% | -25.7% | -0.2% |
| YTD | +5.0% | +20.8% | -15.8% | +1.8% |
| 1Y | +2.6% | +4.1% | -1.5% | -0.7% |
| All | +2.6% | +2.4% | +0.2% | -0.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 1y: compounded portfolio wealth divided by compounded BBWI 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…
1y analysis · Full analysis span regression · 6 months rolling