+133.8%
VMC vs BBWI
-45.1%
+178.9%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.6% |
| 7D | +1.1% | -4.2% | +5.4% | +2.0% |
| 30D | +17.7% | +24.9% | -7.2% | +12.8% |
| 3M | +1.1% | +13.2% | -12.1% | -1.8% |
| 6M | +1.8% | +12.1% | -10.3% | -1.4% |
| YTD | +1.5% | +11.1% | -9.6% | -2.4% |
| 1Y | -1.1% | +0.7% | -1.9% | -4.2% |
| 3Y | +38.8% | -23.8% | +62.5% | +36.1% |
| 5Y | +49.6% | -66.9% | +116.5% | +67.6% |
| All | +133.8% | -45.1% | +178.9% | +101.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling