+775.5%
VMC vs WCC
+1,536.7%
-761.2%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.8% | -0.8% |
| 7D | +1.1% | -9.9% | +11.1% | +3.8% |
| 30D | +17.7% | -13.4% | +31.1% | +21.7% |
| 3M | +1.1% | -13.5% | +14.5% | +4.1% |
| 6M | +1.8% | -10.6% | +12.4% | +3.0% |
| YTD | +1.5% | +30.1% | -28.6% | -8.8% |
| 1Y | -1.1% | +22.3% | -23.5% | -9.7% |
| 3Y | +38.8% | +130.3% | -91.5% | -0.3% |
| 5Y | +49.6% | +144.5% | -95.0% | +0.8% |
| 10Y | +130.6% | +431.8% | -301.2% | +11.9% |
| All | +775.5% | +1,536.7% | -761.2% | +176.9% |
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