+141.0%
WBD vs VMC
+17.4%
+123.6%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.3% | +2.5% | +0.4% |
| 7D | -1.7% | -5.3% | +3.6% | +0.2% |
| 30D | +3.9% | -12.3% | +16.1% | +8.6% |
| 3M | +5.1% | -10.3% | +15.4% | +8.4% |
| 6M | +0.6% | -8.6% | +9.1% | +2.4% |
| YTD | -3.2% | -11.9% | +8.7% | -1.3% |
| 1Y | +127.7% | -13.9% | +141.6% | +134.3% |
| All | +141.0% | +17.4% | +123.6% | +97.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling