+771.2%
VMC vs IWD
+728.9%
+42.2%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -0.6% |
| 7D | +0.5% | -0.5% | +1.0% | +1.1% |
| 30D | +15.8% | +2.7% | +13.1% | +12.7% |
| 3M | +0.6% | +0.9% | -0.3% | -0.1% |
| 6M | -4.0% | +10.5% | -14.6% | -13.6% |
| YTD | -0.3% | +23.7% | -24.0% | -20.4% |
| 1Y | -0.5% | +28.7% | -29.2% | -23.9% |
| 3Y | +39.6% | +79.7% | -40.1% | -26.0% |
| 5Y | +50.1% | +69.7% | -19.6% | -14.6% |
| 10Y | +163.9% | +211.4% | -47.5% | -23.2% |
| All | +771.2% | +728.9% | +42.2% | -0.6% |
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