+4.5%
VMC vs WETO
-99.4%
+103.9%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -5.4% | +6.3% | +0.8% |
| 7D | -3.8% | -4.3% | +0.5% | -3.8% |
| 30D | -9.7% | -39.9% | +30.2% | -10.0% |
| 3M | -9.6% | -97.9% | +88.3% | -8.5% |
| 6M | -4.8% | -95.0% | +90.2% | -5.4% |
| YTD | -10.9% | -97.2% | +86.3% | -10.5% |
| 1Y | -15.6% | -98.9% | +83.3% | -14.1% |
| All | +4.5% | -99.4% | +103.9% | +5.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WETO.
Daily Out/Under-Performance
Portfolio return minus WETO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WETO 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 WETO 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