+2,378.0%
VMC vs WAB
+4,316.0%
-1,938.1%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.3% | -0.3% |
| 7D | -1.3% | +5.1% | -6.3% | -3.0% |
| 30D | +15.5% | +4.0% | +11.5% | +13.8% |
| 3M | +0.6% | +0.1% | +0.5% | +0.4% |
| 6M | +2.1% | +12.8% | -10.7% | -2.5% |
| YTD | -1.6% | +40.1% | -41.6% | -12.9% |
| 1Y | -1.2% | +46.4% | -47.5% | -13.9% |
| 3Y | +35.3% | +167.4% | -132.0% | -5.1% |
| 5Y | +43.6% | +215.0% | -171.4% | -5.1% |
| 10Y | +126.7% | +269.2% | -142.4% | +34.3% |
| All | +2,378.0% | +4,316.0% | -1,938.1% | +690.7% |
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