+221.8%
GWW vs VMC
+47.2%
+174.6%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.3% | -0.9% | -0.7% |
| 7D | -3.1% | -3.7% | +0.6% | -1.5% |
| 30D | -2.3% | -12.8% | +10.4% | +3.6% |
| 3M | -3.3% | -7.9% | +4.6% | -0.4% |
| 6M | +15.4% | -7.5% | +22.9% | +18.1% |
| YTD | +26.7% | -11.6% | +38.4% | +31.4% |
| 1Y | +29.0% | -14.3% | +43.2% | +35.5% |
| 3Y | +89.0% | +18.5% | +70.5% | +65.1% |
| 5Y | +221.8% | +46.8% | +175.0% | +146.8% |
| All | +221.8% | +47.2% | +174.6% | +146.8% |
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