+31.5%
VCIT vs GWW
+653.9%
-622.4%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.9% | 0.0% |
| 7D | -0.5% | 0.0% | -0.5% | -0.5% |
| 30D | +1.5% | +14.0% | -12.5% | +1.1% |
| 3M | -1.0% | +14.4% | -15.3% | -1.3% |
| 6M | -1.7% | +21.7% | -23.4% | -2.2% |
| YTD | -1.4% | +48.4% | -49.8% | -2.4% |
| 1Y | -0.9% | +58.4% | -59.3% | -2.2% |
| 3Y | +19.8% | +92.3% | -72.5% | +17.6% |
| 5Y | +4.6% | +221.8% | -217.2% | +1.3% |
| 10Y | +31.5% | +657.6% | -626.0% | +26.4% |
| All | +31.5% | +653.9% | -622.4% | +26.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 10y: compounded portfolio wealth divided by compounded GWW 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…
10y analysis · Full analysis span regression · 6 months rolling