+46.8%
VMC vs TW
+19.6%
+27.1%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.7% | +0.4% |
| 7D | -3.7% | -2.7% | -1.0% | -3.1% |
| 30D | -12.8% | -1.7% | -11.0% | -12.4% |
| 3M | -7.9% | +1.6% | -9.5% | -8.6% |
| 6M | -7.5% | -17.7% | +10.2% | -3.2% |
| YTD | -11.6% | -4.3% | -7.3% | -11.5% |
| 1Y | -14.3% | -13.1% | -1.1% | -11.9% |
| 3Y | +18.5% | +20.3% | -1.8% | +4.6% |
| 5Y | +46.8% | +22.0% | +24.8% | +24.5% |
| All | +46.8% | +19.6% | +27.1% | +24.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling