+147.8%
SW vs VIG
+241.0%
-93.2%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.5% | +1.7% | +1.5% |
| 7D | -5.1% | -0.4% | -4.7% | -4.8% |
| 30D | -4.6% | -1.0% | -3.6% | -4.0% |
| 3M | +9.4% | +2.8% | +6.6% | +7.9% |
| 6M | +3.5% | +8.2% | -4.7% | -0.8% |
| YTD | +22.0% | +11.0% | +11.0% | +15.4% |
| 1Y | +2.2% | +16.1% | -13.9% | -5.5% |
| 3Y | +19.6% | +56.2% | -36.6% | -3.4% |
| 5Y | -2.3% | +63.0% | -65.3% | -23.3% |
| All | +147.8% | +241.0% | -93.2% | +44.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 10y: compounded portfolio wealth divided by compounded VIG 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…
10y analysis · Full analysis span regression · 6 months rolling