+145.7%
VMC vs WCN
+235.9%
-90.2%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.2% | +0.7% | +0.8% |
| 7D | -3.8% | -3.1% | -0.7% | -2.2% |
| 30D | -9.7% | -3.4% | -6.3% | -8.1% |
| 3M | -9.6% | +3.0% | -12.6% | -11.1% |
| 6M | -4.8% | -3.8% | -1.1% | -3.6% |
| YTD | -10.9% | -8.3% | -2.6% | -7.8% |
| 1Y | -15.6% | -9.7% | -5.8% | -12.1% |
| 3Y | +19.3% | +17.2% | +2.2% | +5.1% |
| 5Y | +48.0% | +25.3% | +22.7% | +24.4% |
| All | +145.7% | +235.9% | -90.2% | +20.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 WCN 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