+19.6%
SW vs VEU
+75.1%
-55.5%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.5% | +0.7% | +0.6% |
| 7D | -5.1% | +1.1% | -6.2% | -6.3% |
| 30D | -4.6% | +2.2% | -6.8% | -6.9% |
| 3M | +9.4% | +3.0% | +6.4% | +5.7% |
| 6M | +3.5% | +10.9% | -7.3% | -8.2% |
| YTD | +22.0% | +18.2% | +3.8% | +0.4% |
| 1Y | +2.2% | +28.3% | -26.1% | -23.4% |
| All | +19.6% | +75.1% | -55.5% | -34.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VEU.
Daily Out/Under-Performance
Portfolio return minus VEU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEU 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 3y: compounded portfolio wealth divided by compounded VEU 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…
3y analysis · Full analysis span regression · 6 months rolling