+305.6%
WM vs VMC
+149.2%
+156.5%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.9% | -2.2% | -1.4% |
| 7D | -0.3% | -4.3% | +4.0% | +0.6% |
| 30D | -2.4% | -8.2% | +5.9% | -0.6% |
| 3M | +0.4% | -7.0% | +7.5% | +1.8% |
| 6M | -9.5% | -10.8% | +1.3% | -7.6% |
| YTD | +0.5% | -7.4% | +7.9% | +1.4% |
| 1Y | -1.1% | -9.5% | +8.4% | +0.2% |
| 3Y | +46.0% | +20.5% | +25.6% | +36.5% |
| 5Y | +51.8% | +51.6% | +0.2% | +32.3% |
| All | +305.6% | +149.2% | +156.5% | +201.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling