+125.2%
VMC vs TW
+206.7%
-81.6%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.0% | +1.9% | +1.1% |
| 7D | -3.8% | -4.5% | +0.7% | -2.6% |
| 30D | -9.7% | -2.3% | -7.4% | -9.2% |
| 3M | -9.6% | +2.6% | -12.2% | -10.7% |
| 6M | -4.8% | -17.5% | +12.7% | -0.3% |
| YTD | -10.9% | -5.3% | -5.6% | -10.6% |
| 1Y | -15.6% | -14.8% | -0.8% | -12.8% |
| 3Y | +19.3% | +18.8% | +0.5% | +7.9% |
| 5Y | +48.0% | +20.7% | +27.3% | +30.0% |
| All | +125.2% | +206.7% | -81.6% | +48.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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