+924.8%
VMC vs WCN
+6,767.3%
-5,842.5%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.0% | -0.6% | -1.4% |
| 7D | -0.5% | -0.4% | -0.1% | -0.4% |
| 30D | -9.1% | -2.1% | -7.0% | -8.5% |
| 3M | -4.1% | +6.4% | -10.5% | -5.9% |
| 6M | -5.5% | -3.7% | -1.8% | -4.9% |
| YTD | -8.9% | -6.4% | -2.6% | -7.7% |
| 1Y | -12.9% | -7.9% | -5.0% | -11.5% |
| 3Y | +22.1% | +20.8% | +1.3% | +14.6% |
| 5Y | +52.7% | +29.0% | +23.7% | +40.8% |
| 10Y | +152.7% | +236.4% | -83.6% | +82.0% |
| All | +924.8% | +6,767.3% | -5,842.5% | +374.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling