+0.2%
SW vs VTEB
+3.6%
-3.4%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.9% | -1.1% |
| 7D | -2.6% | +0.5% | -3.0% | -3.3% |
| 30D | +7.2% | +4.1% | +3.1% | +0.5% |
| 3M | -10.5% | -0.4% | -10.0% | -9.7% |
| 6M | +9.9% | -0.4% | +10.2% | +10.9% |
| YTD | +17.2% | +0.6% | +16.6% | +17.1% |
| 1Y | +26.5% | +0.8% | +25.7% | +26.2% |
| 3Y | +47.7% | +11.7% | +36.0% | +31.7% |
| 5Y | +0.2% | +3.8% | -3.6% | -18.5% |
| All | +0.2% | +3.6% | -3.4% | -18.5% |
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