+222.5%
GWW vs VMC
+42.8%
+179.7%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.3% | -0.6% |
| 7D | +3.6% | -1.3% | +4.8% | +4.1% |
| 30D | +12.1% | +15.5% | -3.3% | +5.0% |
| 3M | +12.9% | +0.6% | +12.3% | +12.3% |
| 6M | +19.3% | +2.1% | +17.2% | +17.0% |
| YTD | +48.7% | -1.6% | +50.3% | +46.7% |
| 1Y | +60.5% | -1.2% | +61.7% | +57.9% |
| 3Y | +93.3% | +35.3% | +57.9% | +57.6% |
| All | +222.5% | +42.8% | +179.7% | +145.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling