+143.6%
VMC vs WCC
+518.6%
-374.9%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.2% | +3.5% | +1.4% |
| 7D | -3.7% | +1.7% | -5.4% | -4.3% |
| 30D | -12.8% | -6.1% | -6.7% | -11.1% |
| 3M | -7.9% | +3.1% | -11.0% | -9.8% |
| 6M | -7.5% | +28.2% | -35.7% | -16.5% |
| YTD | -11.6% | +41.1% | -52.7% | -23.1% |
| 1Y | -14.3% | +61.3% | -75.5% | -29.3% |
| 3Y | +18.5% | +123.6% | -105.1% | -18.2% |
| 5Y | +46.8% | +214.8% | -168.0% | -17.0% |
| All | +143.6% | +518.6% | -374.9% | -18.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 10y: compounded portfolio wealth divided by compounded WCC 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…
10y analysis · Full analysis span regression · 6 months rolling