+47.7%
VMC vs WING
-33.6%
+81.4%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.0% | -4.3% | -3.4% |
| 7D | -5.3% | -2.3% | -3.0% | -5.0% |
| 30D | -12.3% | -5.6% | -6.6% | -11.7% |
| 3M | -10.3% | -22.9% | +12.6% | -7.3% |
| 6M | -8.6% | -50.4% | +41.9% | -0.1% |
| YTD | -11.9% | -53.3% | +41.4% | -3.7% |
| 1Y | -13.9% | -61.2% | +47.3% | -3.7% |
| 3Y | +18.2% | -30.1% | +48.2% | +11.1% |
| 5Y | +47.7% | -35.0% | +82.8% | +27.7% |
| All | +47.7% | -33.6% | +81.4% | +27.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WING.
Daily Out/Under-Performance
Portfolio return minus WING return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WING 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 WING 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