+743.1%
SW vs VO
+476.9%
+266.1%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +0.9% | +3.2% | +3.8% |
| 7D | +12.1% | +1.0% | +11.1% | +11.8% |
| 30D | +6.6% | +2.6% | +3.9% | +5.8% |
| 3M | -6.0% | -0.3% | -5.7% | -5.9% |
| 6M | +21.5% | +7.6% | +13.9% | +19.3% |
| YTD | +20.3% | +14.7% | +5.6% | +16.4% |
| 1Y | +28.1% | +16.4% | +11.7% | +23.6% |
| 3Y | +51.6% | +66.2% | -14.6% | +36.1% |
| 5Y | -0.1% | +39.1% | -39.2% | -7.9% |
| 10Y | +189.7% | +212.9% | -23.2% | +138.2% |
| All | +743.1% | +476.9% | +266.1% | +640.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling