-70.3%
SWMR vs VT
+10.0%
-80.3%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.1% | +1.1% |
| 7D | -3.3% | -1.6% | -1.6% | -3.2% |
| 30D | -40.0% | -2.5% | -37.5% | -40.1% |
| 3M | -75.4% | -1.3% | -74.1% | -75.1% |
| 6M | -75.0% | +3.1% | -78.1% | -70.7% |
| All | -70.3% | +10.0% | -80.3% | -49.4% |
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