+755.0%
SW vs VFC
+27.5%
+727.5%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.4% | -1.1% | +0.9% |
| 7D | -5.1% | -1.6% | -3.5% | -4.8% |
| 30D | -4.6% | -11.6% | +7.0% | -2.7% |
| 3M | +9.4% | -18.1% | +27.5% | +12.7% |
| 6M | +3.5% | -27.4% | +30.9% | +8.4% |
| YTD | +22.0% | -24.8% | +46.9% | +27.1% |
| 1Y | +2.2% | -8.2% | +10.4% | +3.3% |
| 3Y | +19.6% | -29.1% | +48.7% | +19.9% |
| 5Y | -2.3% | -79.2% | +76.8% | +9.2% |
| 10Y | +181.4% | -68.1% | +249.5% | +197.0% |
| All | +755.0% | +27.5% | +727.5% | +833.2% |
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