+3,456.9%
VMC vs BBWI
+1,125.9%
+2,330.9%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.9% | +1.5% | -0.8% |
| 7D | -1.7% | -4.5% | +2.8% | -0.6% |
| 30D | +15.3% | +17.1% | -1.9% | +10.9% |
| 3M | +0.3% | +17.5% | -17.2% | -4.2% |
| 6M | +0.9% | +12.8% | -11.9% | -3.4% |
| YTD | -1.0% | +8.2% | -9.2% | -5.4% |
| 1Y | -4.3% | -1.8% | -2.5% | -7.7% |
| 3Y | +35.3% | -25.8% | +61.1% | +32.4% |
| 5Y | +44.4% | -68.0% | +112.4% | +66.2% |
| 10Y | +128.0% | -47.6% | +175.6% | +94.5% |
| All | +3,456.9% | +1,125.9% | +2,330.9% | +1,274.1% |
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 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