+20.1%
W vs VMC
-8.5%
+28.6%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.9% | +1.6% | +1.9% |
| 7D | -4.2% | -4.3% | +0.2% | -1.0% |
| 30D | -7.6% | -8.2% | +0.7% | -1.7% |
| 3M | +37.2% | -7.0% | +44.2% | +45.0% |
| 6M | +26.3% | -10.8% | +37.1% | +32.6% |
| YTD | -1.0% | -7.4% | +6.4% | -2.9% |
| 1Y | +20.1% | -9.5% | +29.6% | +17.8% |
| All | +20.1% | -8.5% | +28.6% | +17.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 1y: compounded portfolio wealth divided by compounded VMC 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…
1y analysis · Full analysis span regression · 6 months rolling