-2.6%
SW vs VMC
+42.5%
-45.0%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | 0.0% | -0.5% |
| 7D | +2.3% | +0.5% | +1.8% | +2.0% |
| 30D | +6.8% | +15.8% | -9.0% | -0.4% |
| 3M | -5.2% | +0.6% | -5.8% | -5.6% |
| 6M | +7.4% | -4.0% | +11.5% | +9.4% |
| YTD | +17.4% | -0.3% | +17.7% | +16.8% |
| 1Y | +27.1% | -0.5% | +27.6% | +26.6% |
| 3Y | +47.9% | +39.6% | +8.3% | +31.5% |
| All | -2.6% | +42.5% | -45.0% | -19.3% |
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