+328.7%
WM vs VMC
+146.3%
+182.4%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.6% | -2.4% | -0.4% |
| 7D | -0.5% | +0.3% | -0.8% | -0.6% |
| 30D | +13.3% | +18.6% | -5.3% | +9.0% |
| 3M | +4.4% | +2.0% | +2.3% | +3.7% |
| 6M | +10.8% | +2.6% | +8.2% | +9.7% |
| YTD | +9.1% | +2.3% | +6.8% | +7.5% |
| 1Y | +19.1% | +1.7% | +17.5% | +17.5% |
| 3Y | +45.7% | +41.7% | +3.9% | +31.0% |
| 5Y | +60.4% | +46.6% | +13.8% | +40.9% |
| 10Y | +328.7% | +140.3% | +188.5% | +219.5% |
| All | +328.7% | +146.3% | +182.4% | +219.5% |
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