+11.4%
WBD vs VMC
+156.6%
-145.2%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.9% | -1.4% | -0.9% |
| 7D | -0.7% | -3.8% | +3.0% | +0.8% |
| 30D | +1.4% | -9.7% | +11.1% | +5.6% |
| 3M | +4.4% | -9.6% | +14.0% | +8.1% |
| 6M | +0.8% | -4.8% | +5.7% | +1.6% |
| YTD | -2.7% | -10.9% | +8.2% | 0.0% |
| 1Y | +73.4% | -15.6% | +89.0% | +81.9% |
| 3Y | +142.1% | +19.3% | +122.8% | +115.6% |
| 5Y | +7.2% | +48.0% | -40.8% | -13.4% |
| All | +11.4% | +156.6% | -145.2% | -30.3% |
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