+184.4%
SW vs VMC
+136.9%
+47.6%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.7% | +1.1% | +0.5% |
| 7D | +2.2% | +1.1% | +1.0% | +1.9% |
| 30D | +7.4% | +17.7% | -10.3% | +4.2% |
| 3M | -5.9% | +1.1% | -7.0% | -6.2% |
| 6M | +9.0% | +1.8% | +7.1% | +8.7% |
| YTD | +18.1% | +1.5% | +16.6% | +17.8% |
| 1Y | +28.7% | -1.1% | +29.8% | +28.8% |
| 3Y | +48.8% | +38.8% | +10.0% | +44.0% |
| 5Y | +2.5% | +49.6% | -47.1% | -2.5% |
| 10Y | +184.4% | +130.6% | +53.8% | +172.7% |
| All | +184.4% | +136.9% | +47.6% | +172.7% |
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