+49.3%
SW vs VFC
+39.3%
+9.9%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.9% | +1.4% | -0.8% |
| 7D | +4.7% | +10.9% | -6.2% | +1.9% |
| 30D | +5.0% | +40.6% | -35.6% | -3.9% |
| 3M | -7.3% | +34.4% | -41.8% | -14.3% |
| 6M | +15.0% | +12.3% | +2.7% | +10.8% |
| YTD | +18.5% | +14.4% | +4.1% | +13.3% |
| 1Y | +27.1% | +40.6% | -13.5% | +16.1% |
| All | +49.3% | +39.3% | +9.9% | +35.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 VFC 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