+755.0%
SW vs VMC
+357.6%
+397.4%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.9% | +0.3% | +1.2% |
| 7D | -5.1% | -4.3% | -0.8% | -4.8% |
| 30D | -4.6% | -8.2% | +3.7% | -3.9% |
| 3M | +9.4% | -7.0% | +16.4% | +10.1% |
| 6M | +3.5% | -10.8% | +14.3% | +4.5% |
| YTD | +22.0% | -7.4% | +29.4% | +22.8% |
| 1Y | +2.2% | -9.5% | +11.7% | +3.0% |
| 3Y | +19.6% | +20.5% | -0.9% | +19.0% |
| 5Y | -2.3% | +51.6% | -53.9% | -3.6% |
| 10Y | +181.4% | +150.0% | +31.3% | +176.0% |
| All | +755.0% | +357.6% | +397.4% | +780.4% |
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