+174.2%
SW vs VIG
+262.6%
-88.5%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | 0.0% | -1.9% | -1.9% |
| 7D | -3.9% | +3.5% | -7.4% | -6.0% |
| 30D | +3.9% | +4.9% | -1.0% | +0.8% |
| 3M | -14.6% | +2.5% | -17.1% | -15.8% |
| 6M | +6.9% | +11.0% | -4.1% | +0.6% |
| YTD | +12.8% | +16.0% | -3.2% | +3.8% |
| 1Y | +24.3% | +17.5% | +6.8% | +13.7% |
| 3Y | +38.7% | +67.0% | -28.3% | +7.9% |
| 5Y | -3.6% | +64.8% | -68.4% | -25.3% |
| All | +174.2% | +262.6% | -88.5% | +66.4% |
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