+557.2%
VMC vs WTW
+1,094.8%
-537.6%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -3.6% | +0.3% | -1.8% |
| 7D | -5.3% | -7.1% | +1.8% | -2.5% |
| 30D | -12.3% | -8.5% | -3.7% | -9.1% |
| 3M | -10.3% | +20.6% | -30.8% | -17.3% |
| 6M | -8.6% | +7.2% | -15.8% | -12.3% |
| YTD | -11.9% | -3.9% | -8.0% | -12.4% |
| 1Y | -13.9% | -3.6% | -10.3% | -14.7% |
| 3Y | +18.2% | +60.7% | -42.5% | -7.0% |
| 5Y | +47.7% | +42.2% | +5.6% | +21.9% |
| 10Y | +152.5% | +195.5% | -43.0% | +47.1% |
| All | +557.2% | +1,094.8% | -537.6% | +174.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling