+696.3%
IVV vs SW
+743.1%
-46.8%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +4.1% | -2.5% | +1.4% |
| 7D | -0.7% | +12.1% | -12.8% | -1.3% |
| 30D | -1.0% | +6.6% | -7.6% | -1.4% |
| 3M | -0.3% | -6.0% | +5.7% | 0.0% |
| 6M | +7.4% | +21.5% | -14.1% | +6.0% |
| YTD | +13.4% | +20.3% | -7.0% | +11.8% |
| 1Y | +14.8% | +28.1% | -13.3% | +12.8% |
| 3Y | +83.3% | +51.6% | +31.7% | +78.3% |
| 5Y | +76.1% | -0.1% | +76.3% | +72.2% |
| 10Y | +333.3% | +189.7% | +143.5% | +307.7% |
| All | +696.3% | +743.1% | -46.8% | +649.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SW.
Daily Out/Under-Performance
Portfolio return minus SW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SW 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 SW 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