+160.5%
VEA vs SW
+177.1%
-16.6%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | +0.1% |
| 7D | +2.3% | -2.9% | +5.2% | +2.6% |
| 30D | +0.2% | +5.0% | -4.8% | -0.4% |
| 3M | -5.3% | -13.7% | +8.3% | -3.8% |
| 6M | -0.9% | +8.0% | -8.9% | -2.1% |
| YTD | +12.2% | +14.0% | -1.7% | +9.9% |
| 1Y | +16.1% | +25.6% | -9.5% | +12.5% |
| 3Y | +73.0% | +40.1% | +32.9% | +64.1% |
| 5Y | +53.7% | -2.6% | +56.3% | +47.1% |
| All | +160.5% | +177.1% | -16.6% | +122.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SW.
Daily Out/Under-Performance
Portfolio return minus SW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SW 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 10y: compounded portfolio wealth divided by compounded SW 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…
10y analysis · Full analysis span regression · 6 months rolling