+35.3%
VMC vs IWD
+85.1%
-49.8%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.8% | -0.8% |
| 7D | -1.3% | +2.3% | -3.5% | -3.7% |
| 30D | +15.5% | +3.6% | +11.9% | +11.3% |
| 3M | +0.6% | +2.2% | -1.6% | -1.5% |
| 6M | +2.1% | +13.0% | -10.9% | -9.9% |
| YTD | -1.6% | +26.5% | -28.1% | -22.3% |
| 1Y | -1.2% | +30.1% | -31.3% | -24.1% |
| 3Y | +35.3% | +84.9% | -49.5% | -25.9% |
| All | +35.3% | +85.1% | -49.8% | -25.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling