+98.0%
VCIT vs GWW
+1,654.5%
-1,556.6%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.9% | 0.0% |
| 7D | -0.3% | +1.4% | -1.7% | -0.4% |
| 30D | -0.8% | +3.3% | -4.0% | -0.8% |
| 3M | -1.0% | +2.9% | -3.9% | -1.0% |
| 6M | -1.8% | +15.8% | -17.6% | -2.0% |
| YTD | -0.7% | +32.0% | -32.7% | -1.0% |
| 1Y | +1.0% | +29.9% | -28.9% | +0.7% |
| 3Y | +18.8% | +91.1% | -72.2% | +18.2% |
| 5Y | +3.5% | +223.9% | -220.5% | +2.7% |
| 10Y | +29.2% | +567.0% | -537.8% | +29.8% |
| All | +98.0% | +1,654.5% | -1,556.6% | +112.8% |
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