+139.8%
SWZ vs VT
+356.1%
-216.3%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.1% | +0.1% |
| 7D | +0.7% | -1.6% | +2.3% | +1.8% |
| 30D | +1.7% | -2.5% | +4.2% | +3.4% |
| 3M | -0.8% | -1.3% | +0.5% | -0.1% |
| 6M | -3.0% | +3.1% | -6.1% | -5.3% |
| YTD | -5.6% | +10.9% | -16.6% | -12.6% |
| 1Y | -0.7% | +12.1% | -12.7% | -8.8% |
| 3Y | +27.4% | +73.9% | -46.5% | -14.9% |
| 5Y | +13.5% | +58.0% | -44.5% | -19.8% |
| 10Y | +97.1% | +225.5% | -128.4% | -19.4% |
| All | +139.8% | +356.1% | -216.3% | -33.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling