+145.7%
VMC vs WU
-39.1%
+184.8%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.6% | +0.3% | +0.7% |
| 7D | -3.8% | -3.5% | -0.3% | -2.7% |
| 30D | -9.7% | -2.9% | -6.7% | -8.9% |
| 3M | -9.6% | -2.3% | -7.4% | -10.0% |
| 6M | -4.8% | -25.4% | +20.5% | +2.9% |
| YTD | -10.9% | -21.2% | +10.3% | -5.6% |
| 1Y | -15.6% | -8.9% | -6.7% | -15.4% |
| 3Y | +19.3% | -29.0% | +48.3% | +27.1% |
| 5Y | +48.0% | -50.7% | +98.8% | +78.0% |
| All | +145.7% | -39.1% | +184.8% | +177.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 WU 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