+125.7%
VMC vs WAB
+266.7%
-141.0%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.3% | -0.2% |
| 7D | -1.3% | +5.1% | -6.3% | -3.6% |
| 30D | +15.5% | +4.0% | +11.5% | +13.2% |
| 3M | +0.6% | +0.1% | +0.5% | +0.3% |
| 6M | +2.1% | +12.8% | -10.7% | -4.2% |
| YTD | -1.6% | +40.1% | -41.6% | -16.6% |
| 1Y | -1.2% | +46.4% | -47.5% | -18.0% |
| 3Y | +35.3% | +167.4% | -132.0% | -16.5% |
| 5Y | +43.6% | +215.0% | -171.4% | -18.6% |
| All | +125.7% | +266.7% | -141.0% | +1.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 WAB 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