+755.0%
SW vs VNQ
+214.0%
+541.0%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.7% | +1.9% | +1.3% |
| 7D | -5.1% | -1.3% | -3.8% | -4.9% |
| 30D | -4.6% | -2.9% | -1.7% | -4.2% |
| 3M | +9.4% | +0.8% | +8.6% | +9.3% |
| 6M | +3.5% | +2.5% | +1.0% | +3.3% |
| YTD | +22.0% | +10.6% | +11.4% | +20.6% |
| 1Y | +2.2% | +9.1% | -6.9% | +1.3% |
| 3Y | +19.6% | +31.0% | -11.4% | +16.4% |
| 5Y | -2.3% | +4.9% | -7.2% | -3.5% |
| 10Y | +181.4% | +59.5% | +121.9% | +167.8% |
| All | +755.0% | +214.0% | +541.0% | +745.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling