+46.2%
WM vs VMC
+38.8%
+7.4%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.0% | -1.1% | -1.9% |
| 7D | +1.2% | +0.5% | +0.7% | +1.1% |
| 30D | +13.1% | +15.8% | -2.7% | +10.6% |
| 3M | +3.6% | +0.6% | +3.0% | +3.3% |
| 6M | +8.1% | -4.0% | +12.1% | +8.4% |
| YTD | +8.9% | -0.3% | +9.2% | +8.2% |
| 1Y | +20.3% | -0.5% | +20.8% | +19.5% |
| 3Y | +46.2% | +39.6% | +6.6% | +35.0% |
| All | +46.2% | +38.8% | +7.4% | +35.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling