+13,779.4%
GWW vs VMC
+3,191.4%
+10,587.9%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.6% | -1.0% | -2.1% |
| 7D | -1.5% | -0.5% | -1.0% | -1.4% |
| 30D | +1.1% | -9.1% | +10.2% | +4.4% |
| 3M | -1.0% | -4.1% | +3.2% | +0.1% |
| 6M | +16.3% | -5.5% | +21.8% | +17.8% |
| YTD | +28.5% | -8.9% | +37.4% | +31.3% |
| 1Y | +30.3% | -12.9% | +43.2% | +35.1% |
| 3Y | +91.6% | +22.1% | +69.5% | +74.8% |
| 5Y | +224.0% | +52.7% | +171.2% | +171.4% |
| 10Y | +551.3% | +152.7% | +398.6% | +334.2% |
| All | +13,779.4% | +3,191.4% | +10,587.9% | +4,003.0% |
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