+28.7%
SW vs VMC
+0.8%
+27.9%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.7% | +1.1% | +0.9% |
| 7D | +2.2% | +1.1% | +1.0% | +1.3% |
| 30D | +7.4% | +17.7% | -10.3% | -4.5% |
| 3M | -5.9% | +1.1% | -7.0% | -6.8% |
| 6M | +9.0% | +1.8% | +7.1% | +7.3% |
| YTD | +18.1% | +1.5% | +16.6% | +7.6% |
| 1Y | +28.7% | -1.1% | +29.8% | +19.6% |
| All | +28.7% | +0.8% | +27.9% | +19.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling