+52.7%
VMC vs WAB
+228.6%
-175.8%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.6% | -2.2% | -2.0% |
| 7D | -0.5% | +1.7% | -2.2% | -1.5% |
| 30D | -9.1% | -2.4% | -6.7% | -7.9% |
| 3M | -4.1% | +9.7% | -13.8% | -9.5% |
| 6M | -5.5% | +16.5% | -22.0% | -14.1% |
| YTD | -8.9% | +33.7% | -42.6% | -23.5% |
| 1Y | -12.9% | +49.7% | -62.6% | -31.7% |
| 3Y | +22.1% | +170.9% | -148.8% | -35.8% |
| All | +52.7% | +228.6% | -175.8% | -30.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling