+47.8%
VMC vs WY
-22.2%
+70.0%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.3% | +0.5% | +0.7% |
| 7D | -3.8% | -4.2% | +0.4% | -1.8% |
| 30D | -9.7% | -10.1% | +0.4% | -5.1% |
| 3M | -9.6% | -8.5% | -1.1% | -5.9% |
| 6M | -4.8% | -3.3% | -1.5% | -3.4% |
| YTD | -10.9% | -4.4% | -6.5% | -9.5% |
| 1Y | -15.6% | -11.5% | -4.1% | -11.3% |
| 3Y | +19.3% | -24.3% | +43.6% | +31.8% |
| All | +47.8% | -22.2% | +70.0% | +69.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 5y: compounded portfolio wealth divided by compounded WY 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…
5y analysis · Full analysis span regression · 6 months rolling