-62.6%
SMWB vs VT
+73.4%
-136.0%
-90.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.6% | -3.6% | -4.7% |
| 7D | -6.0% | +0.4% | -6.3% | -6.7% |
| 30D | -9.6% | -2.6% | -7.0% | -6.1% |
| 3M | +8.9% | -3.2% | +12.2% | +14.2% |
| 6M | +138.5% | +0.9% | +137.5% | +135.4% |
| YTD | +9.2% | +11.3% | -2.1% | -7.3% |
| 1Y | -2.6% | +14.0% | -16.6% | -20.1% |
| 3Y | +61.0% | +75.8% | -14.8% | -28.9% |
| 5Y | -56.4% | +57.8% | -114.2% | -76.4% |
| All | -62.6% | +73.4% | -136.0% | -80.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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