+755.0%
SW vs VO
+474.2%
+280.8%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.2% | +1.5% | +1.3% |
| 7D | -5.1% | -0.3% | -4.8% | -5.0% |
| 30D | -4.6% | -0.3% | -4.2% | -4.5% |
| 3M | +9.4% | +2.9% | +6.4% | +8.7% |
| 6M | +3.5% | +9.3% | -5.8% | +1.3% |
| YTD | +22.0% | +14.2% | +7.8% | +18.2% |
| 1Y | +2.2% | +15.3% | -13.0% | -1.1% |
| 3Y | +19.6% | +56.2% | -36.7% | +8.7% |
| 5Y | -2.3% | +42.4% | -44.8% | -10.3% |
| 10Y | +181.4% | +194.7% | -13.4% | +132.5% |
| All | +755.0% | +474.2% | +280.8% | +651.2% |
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 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