+127.0%
VMC vs WCC
+440.3%
-313.3%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | 0.0% | -1.5% | -1.5% |
| 7D | -1.7% | +14.2% | -15.9% | -5.9% |
| 30D | +15.3% | -9.8% | +25.1% | +18.0% |
| 3M | +0.3% | -10.1% | +10.4% | +2.3% |
| 6M | +0.9% | -9.4% | +10.3% | +1.7% |
| YTD | -1.0% | +34.4% | -35.4% | -13.5% |
| 1Y | -4.3% | +23.3% | -27.6% | -14.1% |
| 3Y | +35.3% | +137.9% | -102.6% | -9.6% |
| 5Y | +44.4% | +144.0% | -99.6% | -10.6% |
| All | +127.0% | +440.3% | -313.3% | -16.2% |
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