+755.0%
SW vs ITOT
+664.8%
+90.2%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.3% | +1.6% | +1.4% |
| 7D | -5.1% | +0.1% | -5.2% | -5.1% |
| 30D | -4.6% | 0.0% | -4.6% | -4.6% |
| 3M | +9.4% | +2.0% | +7.4% | +8.9% |
| 6M | +3.5% | +13.0% | -9.5% | 0.0% |
| YTD | +22.0% | +14.0% | +8.1% | +17.7% |
| 1Y | +2.2% | +19.9% | -17.7% | -2.8% |
| 3Y | +19.6% | +75.8% | -56.2% | +4.0% |
| 5Y | -2.3% | +73.8% | -76.2% | -15.4% |
| 10Y | +181.4% | +295.9% | -114.5% | +115.8% |
| All | +755.0% | +664.8% | +90.2% | +587.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling