-2.6%
SW vs VEU
+45.1%
-47.7%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.2% | -1.1% | -1.1% |
| 7D | +2.3% | -1.6% | +4.0% | +3.9% |
| 30D | +6.8% | -4.3% | +11.1% | +11.3% |
| 3M | -5.2% | -5.8% | +0.7% | +0.4% |
| 6M | +7.4% | -4.4% | +11.8% | +12.2% |
| YTD | +17.4% | +8.7% | +8.7% | +8.8% |
| 1Y | +27.1% | +12.6% | +14.5% | +14.0% |
| 3Y | +47.9% | +65.2% | -17.4% | -3.5% |
| All | -2.6% | +45.1% | -47.7% | -35.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling