+43.0%
VMC vs IWD
+68.9%
-25.9%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -0.6% |
| 7D | +0.5% | -0.5% | +1.0% | +1.2% |
| 30D | +15.8% | +2.7% | +13.1% | +12.6% |
| 3M | +0.6% | +0.9% | -0.3% | -0.2% |
| 6M | -4.0% | +10.5% | -14.6% | -13.8% |
| YTD | -0.3% | +23.7% | -24.0% | -20.7% |
| 1Y | -0.5% | +28.7% | -29.2% | -24.2% |
| 3Y | +39.6% | +79.7% | -40.1% | -27.5% |
| All | +43.0% | +68.9% | -25.9% | -17.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling