+51.6%
SW vs VO
+66.2%
-14.7%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +0.9% | +3.2% | +2.9% |
| 7D | +12.1% | +1.0% | +11.1% | +10.6% |
| 30D | +6.6% | +2.6% | +3.9% | +2.8% |
| 3M | -6.0% | -0.3% | -5.7% | -5.5% |
| 6M | +21.5% | +7.6% | +13.9% | +11.0% |
| YTD | +20.3% | +14.7% | +5.6% | +1.6% |
| 1Y | +28.1% | +16.4% | +11.7% | +6.3% |
| All | +51.6% | +66.2% | -14.7% | -8.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 3y: compounded portfolio wealth divided by compounded VO 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…
3y analysis · Full analysis span regression · 6 months rolling