+709.3%
VMC vs IWD
+726.5%
-17.2%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.7% | +1.6% | +1.7% |
| 7D | -4.3% | -0.3% | -4.1% | -4.1% |
| 30D | -8.2% | +0.6% | -8.8% | -8.8% |
| 3M | -7.0% | +7.2% | -14.3% | -13.7% |
| 6M | -10.8% | +16.2% | -27.0% | -24.0% |
| YTD | -7.4% | +23.3% | -30.7% | -26.0% |
| 1Y | -9.5% | +29.6% | -39.1% | -31.5% |
| 3Y | +20.5% | +70.5% | -50.0% | -32.5% |
| 5Y | +51.6% | +73.5% | -21.9% | -15.9% |
| 10Y | +150.0% | +198.3% | -48.3% | -23.9% |
| All | +709.3% | +726.5% | -17.2% | -7.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling