+743.1%
SW vs VMC
+418.7%
+324.4%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +4.6% | -0.5% | +3.7% |
| 7D | +12.1% | +12.3% | -0.3% | +11.0% |
| 30D | +6.6% | +21.2% | -14.7% | +4.9% |
| 3M | -6.0% | +4.6% | -10.6% | -6.4% |
| 6M | +21.5% | +3.9% | +17.6% | +21.2% |
| YTD | +20.3% | +5.0% | +15.4% | +19.9% |
| 1Y | +28.1% | +2.6% | +25.5% | +27.8% |
| 3Y | +51.6% | +46.5% | +5.1% | +49.1% |
| 5Y | -0.1% | +59.7% | -59.8% | -2.4% |
| 10Y | +189.7% | +177.9% | +11.8% | +181.4% |
| All | +743.1% | +418.7% | +324.4% | +759.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling