+3,227.9%
VMC vs BBWI
+1,034.6%
+2,193.3%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.8% | -1.9% | +0.2% |
| 7D | -4.3% | +1.5% | -5.8% | -4.7% |
| 30D | -8.2% | -5.2% | -3.1% | -7.4% |
| 3M | -7.0% | +11.1% | -18.2% | -10.0% |
| 6M | -10.8% | -13.4% | +2.6% | -9.3% |
| YTD | -7.4% | +0.1% | -7.5% | -9.5% |
| 1Y | -9.5% | -36.1% | +26.6% | -3.2% |
| 3Y | +20.5% | -44.1% | +64.6% | +26.5% |
| 5Y | +51.6% | -66.2% | +117.8% | +72.3% |
| 10Y | +150.0% | -54.8% | +204.8% | +122.0% |
| All | +3,227.9% | +1,034.6% | +2,193.3% | +1,214.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling