+350.6%
VMC vs WU
-21.8%
+372.5%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.4% | -1.9% | -1.1% |
| 7D | -1.3% | -2.0% | +0.8% | -0.5% |
| 30D | +15.5% | +11.4% | +4.1% | +10.1% |
| 3M | +0.6% | -6.8% | +7.4% | +3.1% |
| 6M | +2.1% | -14.6% | +16.7% | +6.8% |
| YTD | -1.6% | -20.6% | +19.1% | +5.3% |
| 1Y | -1.2% | -15.4% | +14.2% | +2.6% |
| 3Y | +35.3% | -23.6% | +58.9% | +41.4% |
| 5Y | +43.6% | -43.4% | +87.0% | +67.0% |
| 10Y | +126.7% | -38.8% | +165.5% | +140.6% |
| All | +350.6% | -21.8% | +372.5% | +288.6% |
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