-0.1%
SW vs VMC
+60.6%
-60.8%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +4.6% | -0.5% | +1.9% |
| 7D | +12.1% | +12.3% | -0.3% | +6.2% |
| 30D | +6.6% | +21.2% | -14.7% | -2.6% |
| 3M | -6.0% | +4.6% | -10.6% | -8.0% |
| 6M | +21.5% | +3.9% | +17.6% | +19.5% |
| YTD | +20.3% | +5.0% | +15.4% | +17.0% |
| 1Y | +28.1% | +2.6% | +25.5% | +25.7% |
| 3Y | +51.6% | +46.5% | +5.1% | +32.0% |
| 5Y | -0.1% | +59.7% | -59.8% | -19.5% |
| All | -0.1% | +60.6% | -60.8% | -19.5% |
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