+125.7%
VMC vs WCN
+322.1%
-196.4%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | -1.3% | +2.6% | -3.9% | -2.5% |
| 30D | +15.5% | +23.9% | -8.5% | +3.3% |
| 3M | +0.6% | +17.4% | -16.8% | -7.6% |
| 6M | +2.1% | +28.0% | -25.9% | -10.6% |
| YTD | -1.6% | +11.6% | -13.1% | -8.1% |
| 1Y | -1.2% | +16.9% | -18.0% | -10.2% |
| 3Y | +35.3% | +51.6% | -16.3% | +3.8% |
| 5Y | +43.6% | +48.0% | -4.4% | +10.9% |
| All | +125.7% | +322.1% | -196.4% | +3.2% |
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