+3,227.9%
VMC vs WY
+688.1%
+2,539.8%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.8% | +0.1% | +0.6% |
| 7D | -4.3% | -1.7% | -2.6% | -3.6% |
| 30D | -8.2% | -10.1% | +1.8% | -4.2% |
| 3M | -7.0% | -5.1% | -1.9% | -5.1% |
| 6M | -10.8% | -4.8% | -6.0% | -9.1% |
| YTD | -7.4% | -0.2% | -7.2% | -7.7% |
| 1Y | -9.5% | -6.6% | -2.9% | -7.6% |
| 3Y | +20.5% | -22.7% | +43.2% | +30.5% |
| 5Y | +51.6% | -22.2% | +73.8% | +62.6% |
| 10Y | +150.0% | +7.3% | +142.8% | +118.6% |
| All | +3,227.9% | +688.1% | +2,539.8% | +1,536.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling