-2.3%
SW vs VEU
+56.2%
-58.5%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.5% | +0.7% | +0.7% |
| 7D | -5.1% | +1.1% | -6.2% | -6.1% |
| 30D | -4.6% | +2.2% | -6.8% | -6.5% |
| 3M | +9.4% | +3.0% | +6.4% | +6.3% |
| 6M | +3.5% | +10.9% | -7.3% | -6.0% |
| YTD | +22.0% | +18.2% | +3.8% | +4.4% |
| 1Y | +2.2% | +28.3% | -26.1% | -18.8% |
| 3Y | +19.6% | +74.6% | -55.0% | -26.5% |
| All | -2.3% | +56.2% | -58.5% | -36.0% |
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