+29,154.7%
WM vs VMC
+3,538.2%
+25,616.5%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -4.1% | +5.3% | +2.1% |
| 7D | +4.5% | +1.9% | +2.6% | +4.0% |
| 30D | +16.1% | +14.7% | +1.3% | +12.3% |
| 3M | +8.0% | -0.3% | +8.3% | +7.9% |
| 6M | +8.4% | -1.7% | +10.1% | +8.3% |
| YTD | +11.2% | +0.7% | +10.5% | +10.0% |
| 1Y | +22.3% | +0.9% | +21.4% | +20.8% |
| 3Y | +50.2% | +40.5% | +9.7% | +35.4% |
| 5Y | +63.3% | +51.5% | +11.7% | +42.6% |
| 10Y | +355.0% | +166.5% | +188.5% | +229.8% |
| All | +29,154.7% | +3,538.2% | +25,616.5% | +11,300.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling