-66.9%
SWAG vs VT
+53.0%
-119.9%
-88.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.1% | +4.1% | +3.1% |
| 7D | -5.1% | -4.2% | -0.9% | -2.0% |
| 30D | -5.1% | -5.8% | +0.7% | -0.7% |
| 3M | -32.8% | -5.2% | -27.6% | -30.1% |
| 6M | -19.1% | +0.1% | -19.3% | -19.3% |
| YTD | -21.1% | +8.2% | -29.3% | -25.6% |
| 1Y | -34.2% | +10.1% | -44.3% | -38.2% |
| 3Y | +34.2% | +69.7% | -35.4% | -6.7% |
| All | -66.9% | +53.0% | -119.9% | -69.8% |
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