+145.7%
VMC vs WTW
+198.0%
-52.3%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.1% | +0.8% | +0.8% |
| 7D | -3.8% | -5.7% | +1.9% | -1.7% |
| 30D | -9.7% | -7.3% | -2.4% | -7.3% |
| 3M | -9.6% | +21.5% | -31.1% | -16.2% |
| 6M | -4.8% | +9.6% | -14.5% | -9.0% |
| YTD | -10.9% | -3.3% | -7.6% | -11.2% |
| 1Y | -15.6% | -6.1% | -9.4% | -15.0% |
| 3Y | +19.3% | +61.8% | -42.5% | -5.9% |
| 5Y | +48.0% | +42.7% | +5.3% | +22.2% |
| All | +145.7% | +198.0% | -52.3% | +54.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 WTW 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