+6.7%
WBD vs VMC
+46.8%
-40.1%
-78.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.3% | +2.5% | +0.9% |
| 7D | -1.7% | -5.3% | +3.6% | +1.0% |
| 30D | +3.9% | -12.3% | +16.1% | +10.6% |
| 3M | +5.1% | -10.3% | +15.4% | +9.8% |
| 6M | +0.6% | -8.6% | +9.1% | +3.3% |
| YTD | -3.2% | -11.9% | +8.7% | 0.0% |
| 1Y | +127.7% | -13.9% | +141.6% | +137.8% |
| 3Y | +146.6% | +18.2% | +128.4% | +103.7% |
| All | +6.7% | +46.8% | -40.1% | -26.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling