+152.7%
VMC vs IWD
+195.2%
-42.4%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.8% | -0.8% | -0.8% |
| 7D | -0.5% | -0.2% | -0.4% | -0.4% |
| 30D | -9.1% | -0.8% | -8.3% | -8.3% |
| 3M | -4.1% | +8.0% | -12.2% | -11.3% |
| 6M | -5.5% | +18.2% | -23.7% | -20.3% |
| YTD | -8.9% | +22.3% | -31.2% | -25.7% |
| 1Y | -12.9% | +28.9% | -41.8% | -32.7% |
| 3Y | +22.1% | +71.5% | -49.4% | -29.7% |
| 5Y | +52.7% | +73.6% | -20.9% | -12.3% |
| 10Y | +152.7% | +194.7% | -42.0% | -19.6% |
| All | +152.7% | +195.2% | -42.4% | -19.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD 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 IWD 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