+11,005.7%
WDC vs VMC
+3,567.9%
+7,437.8%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.5% | +0.1% |
| 7D | -16.7% | +1.1% | -17.9% | -17.0% |
| 30D | -27.2% | +17.7% | -44.9% | -32.8% |
| 3M | -34.0% | +1.1% | -35.1% | -34.7% |
| 6M | -39.7% | +1.8% | -41.6% | -41.2% |
| YTD | +68.1% | +1.5% | +66.6% | +63.7% |
| 1Y | +66.3% | -1.1% | +67.4% | +64.3% |
| 3Y | +754.4% | +38.8% | +715.6% | +614.0% |
| 5Y | +595.8% | +49.6% | +546.2% | +461.2% |
| 10Y | +660.4% | +130.6% | +529.8% | +378.7% |
| All | +11,005.7% | +3,567.9% | +7,437.8% | +1,457.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling