+161.8%
W vs VMC
+155.1%
+6.8%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.6% | +2.2% | +1.7% |
| 7D | +6.5% | -0.5% | +7.0% | +6.8% |
| 30D | -6.2% | -9.1% | +2.9% | +0.4% |
| 3M | +48.9% | -4.1% | +53.0% | +54.4% |
| 6M | +31.2% | -5.5% | +36.7% | +37.2% |
| YTD | -0.4% | -8.9% | +8.5% | +5.3% |
| 1Y | +14.8% | -12.9% | +27.8% | +25.2% |
| 3Y | +40.5% | +22.1% | +18.4% | +23.0% |
| 5Y | -62.1% | +52.7% | -114.8% | -69.5% |
| All | +161.8% | +155.1% | +6.8% | +55.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling