+755.0%
SW vs VSH
+408.5%
+346.5%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +4.4% | -3.2% | +0.7% |
| 7D | -5.1% | +4.1% | -9.2% | -5.6% |
| 30D | -4.6% | -4.2% | -0.4% | -4.2% |
| 3M | +9.4% | -50.0% | +59.4% | +17.8% |
| 6M | +3.5% | +80.2% | -76.7% | -5.3% |
| YTD | +22.0% | +121.1% | -99.1% | +8.7% |
| 1Y | +2.2% | +112.0% | -109.8% | -8.6% |
| 3Y | +19.6% | +22.5% | -2.9% | +10.7% |
| 5Y | -2.3% | +64.0% | -66.4% | -12.2% |
| 10Y | +181.4% | +170.4% | +11.0% | +142.6% |
| All | +755.0% | +408.5% | +346.5% | +643.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VSH.
Daily Out/Under-Performance
Portfolio return minus VSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSH 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 VSH 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