+540.8%
VMC vs GWRE
+736.4%
-195.5%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.5% | +1.8% | +0.6% |
| 7D | -3.7% | -30.9% | +27.2% | +3.9% |
| 30D | -12.8% | -20.7% | +7.9% | -9.1% |
| 3M | -7.9% | +20.2% | -28.1% | -13.4% |
| 6M | -7.5% | -11.9% | +4.3% | -8.0% |
| YTD | -11.6% | -30.3% | +18.7% | -7.5% |
| 1Y | -14.3% | -44.6% | +30.4% | -4.9% |
| 3Y | +18.5% | +48.8% | -30.3% | -2.7% |
| 5Y | +46.8% | +14.8% | +32.0% | +25.7% |
| 10Y | +153.2% | +128.1% | +25.1% | +76.2% |
| All | +540.8% | +736.4% | -195.5% | +307.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling