+45.5%
WM vs VMC
+25.7%
+19.8%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.9% | -2.2% | -1.4% |
| 7D | -0.3% | -4.3% | +4.0% | +0.3% |
| 30D | -2.4% | -8.2% | +5.9% | -1.2% |
| 3M | +0.4% | -7.0% | +7.5% | +1.3% |
| 6M | -9.5% | -10.8% | +1.3% | -8.2% |
| YTD | +0.5% | -7.4% | +7.9% | +1.1% |
| 1Y | -1.1% | -9.5% | +8.4% | -0.3% |
| All | +45.5% | +25.7% | +19.8% | +39.5% |
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 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