+182.3%
SW vs VNQ
+85.2%
+97.1%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.7% | -0.7% |
| 7D | -2.6% | -1.0% | -1.5% | -2.2% |
| 30D | +7.2% | +6.2% | +1.0% | +4.8% |
| 3M | -10.5% | +1.5% | -12.0% | -10.9% |
| 6M | +9.9% | +2.1% | +7.8% | +9.2% |
| YTD | +17.2% | +12.8% | +4.5% | +12.6% |
| 1Y | +26.5% | +10.4% | +16.1% | +22.4% |
| 3Y | +47.7% | +44.4% | +3.3% | +32.5% |
| 5Y | +0.2% | +7.4% | -7.2% | -4.1% |
| 10Y | +182.3% | +84.0% | +98.3% | +138.0% |
| All | +182.3% | +85.2% | +97.1% | +138.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VNQ.
Daily Out/Under-Performance
Portfolio return minus VNQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VNQ 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 VNQ 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