-2.3%
SW vs VT
+66.2%
-68.5%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.3% | +1.3% |
| 7D | -5.1% | +0.4% | -5.5% | -5.5% |
| 30D | -4.6% | +1.0% | -5.6% | -5.4% |
| 3M | +9.4% | +2.4% | +7.0% | +7.2% |
| 6M | +3.5% | +12.0% | -8.5% | -6.4% |
| YTD | +22.0% | +15.3% | +6.7% | +7.6% |
| 1Y | +2.2% | +22.6% | -20.4% | -14.5% |
| 3Y | +19.6% | +74.7% | -55.1% | -22.9% |
| All | -2.3% | +66.2% | -68.5% | -35.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling