+2,231.4%
VMC vs WAB
+4,092.2%
-1,860.8%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.7% | +0.2% | +0.7% |
| 7D | -4.3% | -3.2% | -1.1% | -3.2% |
| 30D | -8.2% | -4.4% | -3.8% | -6.8% |
| 3M | -7.0% | +7.9% | -14.9% | -9.7% |
| 6M | -10.8% | +8.7% | -19.5% | -13.6% |
| YTD | -7.4% | +33.0% | -40.4% | -16.5% |
| 1Y | -9.5% | +46.7% | -56.1% | -21.2% |
| 3Y | +20.5% | +153.0% | -132.5% | -13.9% |
| 5Y | +51.6% | +222.3% | -170.7% | -0.3% |
| 10Y | +150.0% | +291.0% | -140.9% | +45.9% |
| All | +2,231.4% | +4,092.2% | -1,860.8% | +658.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling