+183.3%
SW vs VIG
+267.0%
-83.7%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.4% | -2.2% | -1.3% |
| 7D | +1.8% | +0.4% | +1.4% | +1.5% |
| 30D | +7.0% | +4.3% | +2.8% | +4.3% |
| 3M | -7.6% | +2.0% | -9.7% | -8.8% |
| 6M | +8.5% | +10.2% | -1.6% | +2.7% |
| YTD | +17.7% | +14.8% | +2.9% | +9.0% |
| 1Y | +27.1% | +17.5% | +9.6% | +16.3% |
| 3Y | +48.2% | +67.4% | -19.2% | +15.4% |
| 5Y | -2.3% | +63.4% | -65.7% | -23.9% |
| 10Y | +183.3% | +259.9% | -76.6% | +72.4% |
| All | +183.3% | +267.0% | -83.7% | +72.4% |
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