-66.9%
SWAG vs VT
+59.5%
-126.4%
-88.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.7% | -1.7% | -1.3% |
| 7D | -3.0% | -0.3% | -2.7% | -2.7% |
| 30D | -7.7% | -1.4% | -6.3% | -6.7% |
| 3M | -33.5% | -1.4% | -32.1% | -32.8% |
| 6M | -13.2% | +5.5% | -18.7% | -16.7% |
| YTD | -21.1% | +12.8% | -33.9% | -27.8% |
| 1Y | -30.7% | +15.4% | -46.1% | -37.1% |
| 3Y | +34.2% | +76.9% | -42.6% | -9.5% |
| All | -66.9% | +59.5% | -126.4% | -70.7% |
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