+46.3%
VMC vs BBWI
-69.0%
+115.4%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -6.3% | +3.0% | -2.1% |
| 7D | -5.3% | -4.4% | -0.9% | -4.6% |
| 30D | -12.3% | -7.4% | -4.9% | -11.3% |
| 3M | -10.3% | -2.2% | -8.0% | -10.3% |
| 6M | -8.6% | -16.3% | +7.8% | -6.7% |
| YTD | -11.9% | -9.1% | -2.7% | -11.7% |
| 1Y | -13.9% | -34.5% | +20.6% | -9.3% |
| 3Y | +18.2% | -47.0% | +65.1% | +24.2% |
| All | +46.3% | -69.0% | +115.4% | +75.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling