+561.8%
GWW vs VMC
+156.6%
+405.2%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.9% | -0.2% | +0.3% |
| 7D | -3.4% | -3.8% | +0.4% | -1.9% |
| 30D | -1.9% | -9.7% | +7.8% | +1.9% |
| 3M | -2.4% | -9.6% | +7.2% | +1.0% |
| 6M | +15.7% | -4.8% | +20.6% | +17.0% |
| YTD | +27.6% | -10.9% | +38.5% | +31.6% |
| 1Y | +27.2% | -15.6% | +42.8% | +33.9% |
| 3Y | +89.7% | +19.3% | +70.4% | +72.0% |
| 5Y | +223.9% | +48.0% | +175.9% | +167.1% |
| All | +561.8% | +156.6% | +405.2% | +339.6% |
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