+47.7%
VMC vs WCN
+27.0%
+20.7%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.2% | -2.1% | -2.7% |
| 7D | -5.3% | -1.7% | -3.6% | -4.6% |
| 30D | -12.3% | -3.0% | -9.3% | -11.0% |
| 3M | -10.3% | +2.5% | -12.8% | -11.4% |
| 6M | -8.6% | -5.7% | -2.9% | -6.3% |
| YTD | -11.9% | -7.4% | -4.4% | -9.2% |
| 1Y | -13.9% | -8.6% | -5.3% | -10.8% |
| 3Y | +18.2% | +19.4% | -1.2% | +1.3% |
| 5Y | +47.7% | +27.2% | +20.5% | +19.0% |
| All | +47.7% | +27.0% | +20.7% | +19.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling