+330.3%
WM vs VMC
+125.2%
+205.1%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.4% | 0.0% |
| 7D | +3.2% | -1.3% | +4.5% | +3.5% |
| 30D | +13.0% | +15.5% | -2.4% | +9.3% |
| 3M | +9.2% | +0.6% | +8.6% | +8.9% |
| 6M | +13.6% | +2.1% | +11.6% | +12.6% |
| YTD | +12.4% | -1.6% | +14.0% | +11.7% |
| 1Y | +21.2% | -1.2% | +22.4% | +20.3% |
| 3Y | +48.7% | +35.3% | +13.4% | +35.1% |
| 5Y | +61.9% | +43.6% | +18.3% | +42.8% |
| All | +330.3% | +125.2% | +205.1% | +223.0% |
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