-15.6%
VMC vs WAB
+49.7%
-65.2%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.1% | -0.2% | +0.3% |
| 7D | -3.8% | +0.1% | -3.9% | -3.8% |
| 30D | -9.7% | -4.1% | -5.6% | -7.8% |
| 3M | -9.6% | +8.2% | -17.8% | -13.6% |
| 6M | -4.8% | +15.4% | -20.2% | -12.3% |
| YTD | -10.9% | +33.1% | -44.0% | -24.0% |
| 1Y | -15.6% | +48.1% | -63.6% | -31.3% |
| All | -15.6% | +49.7% | -65.2% | -31.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling