-2.3%
SW vs VTEB
+2.2%
-4.6%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.2% | +1.2% |
| 7D | -5.1% | -0.8% | -4.3% | -3.9% |
| 30D | -4.6% | -1.3% | -3.2% | -2.4% |
| 3M | +9.4% | -2.1% | +11.5% | +13.4% |
| 6M | +3.5% | -1.7% | +5.2% | +6.7% |
| YTD | +22.0% | -0.6% | +22.6% | +24.1% |
| 1Y | +2.2% | +3.1% | -0.9% | -0.3% |
| 3Y | +19.6% | +9.2% | +10.4% | +8.9% |
| All | -2.3% | +2.2% | -4.6% | -7.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VTEB.
Daily Out/Under-Performance
Portfolio return minus VTEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTEB 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 VTEB 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