+145.7%
VMC vs GWRE
+131.0%
+14.7%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.6% | +0.3% | +0.7% |
| 7D | -3.8% | -13.2% | +9.5% | -0.7% |
| 30D | -9.7% | -18.6% | +8.9% | -6.4% |
| 3M | -9.6% | +18.9% | -28.5% | -15.0% |
| 6M | -4.8% | -11.0% | +6.1% | -5.5% |
| YTD | -10.9% | -29.9% | +19.0% | -6.3% |
| 1Y | -15.6% | -44.3% | +28.8% | -5.4% |
| 3Y | +19.3% | +51.7% | -32.4% | -6.0% |
| 5Y | +48.0% | +15.4% | +32.6% | +23.4% |
| All | +145.7% | +131.0% | +14.7% | +57.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling