+185.4%
SW vs VMC
+162.3%
+23.1%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.1% | +2.6% | -0.7% |
| 7D | +4.7% | +1.9% | +2.8% | +4.3% |
| 30D | +5.0% | +14.7% | -9.7% | +2.4% |
| 3M | -7.3% | -0.3% | -7.1% | -7.3% |
| 6M | +15.0% | -1.7% | +16.7% | +15.4% |
| YTD | +18.5% | +0.7% | +17.8% | +18.4% |
| 1Y | +27.1% | +0.9% | +26.2% | +26.9% |
| 3Y | +49.3% | +40.5% | +8.8% | +44.6% |
| 5Y | -1.6% | +51.5% | -53.2% | -6.2% |
| All | +185.4% | +162.3% | +23.1% | +173.8% |
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 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