+595.8%
WDC vs VMC
+46.4%
+549.4%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.5% | +0.3% |
| 7D | -16.7% | +1.1% | -17.9% | -17.1% |
| 30D | -27.2% | +17.7% | -44.9% | -34.4% |
| 3M | -34.0% | +1.1% | -35.1% | -34.8% |
| 6M | -39.7% | +1.8% | -41.6% | -41.7% |
| YTD | +68.1% | +1.5% | +66.6% | +61.0% |
| 1Y | +66.3% | -1.1% | +67.4% | +62.7% |
| 3Y | +754.4% | +38.8% | +715.6% | +533.3% |
| 5Y | +595.8% | +49.6% | +546.2% | +358.6% |
| All | +595.8% | +46.4% | +549.4% | +358.6% |
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 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