+182.7%
SW vs ITOT
+290.6%
-107.9%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.4% | -1.3% | -1.2% |
| 7D | +2.3% | -2.7% | +5.0% | +3.9% |
| 30D | +6.8% | -5.2% | +11.9% | +10.0% |
| 3M | -5.2% | -4.4% | -0.8% | -2.7% |
| 6M | +7.4% | +0.4% | +7.0% | +7.4% |
| YTD | +17.4% | +8.8% | +8.6% | +12.5% |
| 1Y | +27.1% | +11.0% | +16.1% | +20.5% |
| 3Y | +47.9% | +74.4% | -26.6% | +14.2% |
| 5Y | -2.6% | +60.0% | -62.6% | -23.1% |
| All | +182.7% | +290.6% | -107.9% | +66.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 ITOT 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