+698.9%
VMC vs WCC
+1,713.7%
-1,014.9%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.9% | -2.9% | -0.2% |
| 7D | -4.3% | +4.5% | -8.8% | -5.6% |
| 30D | -8.2% | -5.8% | -2.5% | -6.8% |
| 3M | -7.0% | -3.7% | -3.4% | -6.9% |
| 6M | -10.8% | +23.1% | -33.8% | -17.3% |
| YTD | -7.4% | +44.2% | -51.5% | -18.4% |
| 1Y | -9.5% | +62.1% | -71.6% | -23.4% |
| 3Y | +20.5% | +121.1% | -100.6% | -11.6% |
| 5Y | +51.6% | +214.0% | -162.4% | -4.3% |
| 10Y | +150.0% | +472.8% | -322.7% | +19.8% |
| All | +698.9% | +1,713.7% | -1,014.9% | +147.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling