-9.5%
VMC vs GWRE
-25.4%
+15.9%
-22.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -19.9% | +20.9% | +1.2% |
| 7D | -4.3% | -21.1% | +16.8% | -4.0% |
| 30D | -8.2% | +1.3% | -9.6% | -8.5% |
| 3M | -7.0% | +7.4% | -14.5% | -7.5% |
| 6M | -10.8% | +5.6% | -16.4% | -10.6% |
| YTD | -7.4% | -19.2% | +11.8% | -6.4% |
| 1Y | -9.5% | -25.1% | +15.7% | -8.6% |
| All | -9.5% | -25.4% | +15.9% | -8.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 1y: compounded portfolio wealth divided by compounded GWRE 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…
1y analysis · Full analysis span regression · 6 months rolling