+178.4%
SW vs VT
+226.2%
-47.8%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | +2.1% | -1.6% | +3.7% | +3.1% |
| 30D | +2.1% | -2.5% | +4.6% | +3.7% |
| 3M | -6.5% | -1.3% | -5.2% | -5.7% |
| 6M | +12.4% | +3.1% | +9.3% | +10.6% |
| YTD | +15.6% | +10.9% | +4.7% | +8.9% |
| 1Y | +22.3% | +12.1% | +10.2% | +14.4% |
| 3Y | +45.7% | +73.9% | -28.2% | +8.0% |
| 5Y | -4.0% | +58.0% | -62.0% | -26.4% |
| All | +178.4% | +226.2% | -47.8% | +59.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 10y: compounded portfolio wealth divided by compounded VT 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…
10y analysis · Full analysis span regression · 6 months rolling