+2,653.1%
VMC vs WWD
+15,408.5%
-12,755.4%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.1% | -0.1% | +0.6% |
| 7D | -4.3% | +1.3% | -5.6% | -4.7% |
| 30D | -8.2% | -7.2% | -1.1% | -6.1% |
| 3M | -7.0% | -3.8% | -3.2% | -6.2% |
| 6M | -10.8% | -9.9% | -0.8% | -8.4% |
| YTD | -7.4% | +14.8% | -22.2% | -12.6% |
| 1Y | -9.5% | +42.1% | -51.6% | -20.8% |
| 3Y | +20.5% | +170.8% | -150.3% | -16.7% |
| 5Y | +51.6% | +197.5% | -145.9% | 0.0% |
| 10Y | +150.0% | +477.8% | -327.8% | +26.1% |
| All | +2,653.1% | +15,408.5% | -12,755.4% | +748.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 WWD 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