+743.1%
SW vs VFC
+99.8%
+643.2%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +4.4% | -0.4% | +3.4% |
| 7D | +12.1% | +21.5% | -9.4% | +8.7% |
| 30D | +6.6% | +46.7% | -40.1% | +0.3% |
| 3M | -6.0% | +38.4% | -44.4% | -10.7% |
| 6M | +21.5% | +15.2% | +6.3% | +18.4% |
| YTD | +20.3% | +17.8% | +2.5% | +16.7% |
| 1Y | +28.1% | +55.6% | -27.4% | +19.6% |
| 3Y | +51.6% | +44.3% | +7.3% | +38.7% |
| 5Y | -0.1% | -66.3% | +66.2% | +3.8% |
| 10Y | +189.7% | -44.3% | +234.0% | +183.2% |
| All | +743.1% | +99.8% | +643.2% | +757.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling