+183.3%
SW vs ITOT
+298.5%
-115.2%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.5% | -2.2% | -1.2% |
| 7D | +1.8% | +0.2% | +1.6% | +1.6% |
| 30D | +7.0% | -3.0% | +10.1% | +8.8% |
| 3M | -7.6% | -2.7% | -4.9% | -6.2% |
| 6M | +8.5% | +2.6% | +5.9% | +7.2% |
| YTD | +17.7% | +11.5% | +6.2% | +11.2% |
| 1Y | +27.1% | +13.5% | +13.6% | +18.9% |
| 3Y | +48.2% | +79.7% | -31.5% | +12.5% |
| 5Y | -2.3% | +64.2% | -66.6% | -24.0% |
| 10Y | +183.3% | +290.2% | -106.9% | +61.7% |
| All | +183.3% | +298.5% | -115.2% | +61.7% |
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