+182.7%
SW vs VNQ
+79.5%
+103.2%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.4% | -0.7% |
| 7D | +2.3% | +1.9% | +0.4% | +1.6% |
| 30D | +6.8% | +7.9% | -1.2% | +3.7% |
| 3M | -5.2% | -1.5% | -3.7% | -4.6% |
| 6M | +7.4% | +0.3% | +7.1% | +7.5% |
| YTD | +17.4% | +11.3% | +6.1% | +13.4% |
| 1Y | +27.1% | +11.8% | +15.3% | +22.5% |
| 3Y | +47.9% | +40.8% | +7.0% | +33.9% |
| 5Y | -2.6% | +5.7% | -8.3% | -6.2% |
| All | +182.7% | +79.5% | +103.2% | +140.7% |
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