+96.1%
VCIT vs GWW
+1,808.4%
-1,712.4%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.6% | -0.1% |
| 7D | +0.1% | +6.0% | -5.9% | 0.0% |
| 30D | +1.9% | +14.0% | -12.1% | +1.8% |
| 3M | -1.4% | +12.5% | -14.0% | -1.6% |
| 6M | -2.1% | +23.6% | -25.8% | -2.3% |
| YTD | -1.6% | +43.6% | -45.3% | -2.0% |
| 1Y | -0.9% | +52.5% | -53.4% | -1.3% |
| 3Y | +20.0% | +92.6% | -72.6% | +19.2% |
| 5Y | +3.1% | +219.0% | -215.9% | +2.3% |
| 10Y | +28.7% | +713.8% | -685.1% | +29.5% |
| All | +96.1% | +1,808.4% | -1,712.4% | +110.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling