-2.3%
SW vs VFC
-79.1%
+76.7%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.4% | -1.1% | +0.8% |
| 7D | -5.1% | -1.6% | -3.5% | -4.8% |
| 30D | -4.6% | -11.6% | +7.0% | -2.1% |
| 3M | +9.4% | -18.1% | +27.5% | +13.8% |
| 6M | +3.5% | -27.4% | +30.9% | +9.9% |
| YTD | +22.0% | -24.8% | +46.9% | +28.6% |
| 1Y | +2.2% | -8.2% | +10.4% | +3.6% |
| 3Y | +19.6% | -29.1% | +48.7% | +21.0% |
| All | -2.3% | -79.1% | +76.7% | +16.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling