-2.3%
SW vs VMC
+52.7%
-55.0%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.9% | +0.3% | +0.9% |
| 7D | -5.1% | -4.3% | -0.8% | -3.2% |
| 30D | -4.6% | -8.2% | +3.7% | -0.9% |
| 3M | +9.4% | -7.0% | +16.4% | +13.2% |
| 6M | +3.5% | -10.8% | +14.3% | +8.8% |
| YTD | +22.0% | -7.4% | +29.4% | +25.7% |
| 1Y | +2.2% | -9.5% | +11.7% | +6.1% |
| 3Y | +19.6% | +20.5% | -0.9% | +13.0% |
| All | -2.3% | +52.7% | -55.0% | -14.9% |
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