-4.3%
VMC vs WAB
+44.7%
-49.0%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.2% | -0.3% | -0.9% |
| 7D | -1.7% | +7.9% | -9.6% | -5.4% |
| 30D | +15.3% | +4.9% | +10.4% | +12.4% |
| 3M | +0.3% | +1.8% | -1.5% | -0.8% |
| 6M | +0.9% | +12.0% | -11.1% | -5.5% |
| YTD | -1.0% | +41.3% | -42.3% | -20.7% |
| 1Y | -4.3% | +43.8% | -48.2% | -24.4% |
| All | -4.3% | +44.7% | -49.0% | -24.4% |
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