+73.4%
WBD vs VMC
-14.0%
+87.4%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.9% | -1.4% | -0.6% |
| 7D | -0.7% | -3.8% | +3.0% | -0.6% |
| 30D | +1.4% | -9.7% | +11.1% | +1.7% |
| 3M | +4.4% | -9.6% | +14.0% | +4.8% |
| 6M | +0.8% | -4.8% | +5.7% | +1.2% |
| YTD | -2.7% | -10.9% | +8.2% | -2.2% |
| 1Y | +73.4% | -15.6% | +89.0% | +72.5% |
| All | +73.4% | -14.0% | +87.4% | +72.5% |
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