+359.9%
VMC vs WU
-22.0%
+381.9%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.0% | +2.0% | +0.2% |
| 7D | -4.3% | +2.1% | -6.4% | -5.4% |
| 30D | +16.2% | +10.1% | +6.1% | +11.4% |
| 3M | -0.8% | -1.1% | +0.3% | -0.9% |
| 6M | +1.2% | -19.8% | +21.0% | +8.7% |
| YTD | +0.5% | -20.8% | +21.2% | +7.5% |
| 1Y | -2.9% | -15.1% | +12.2% | +0.7% |
| 3Y | +37.3% | -23.2% | +60.6% | +43.2% |
| 5Y | +48.8% | -42.6% | +91.4% | +72.0% |
| 10Y | +131.4% | -38.9% | +170.3% | +145.8% |
| All | +359.9% | -22.0% | +381.9% | +296.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling