+61.6%
VEA vs SW
-2.3%
+64.0%
-29.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.3% | -0.8% | +0.3% |
| 7D | +1.0% | -5.1% | +6.1% | +1.6% |
| 30D | +1.9% | -4.6% | +6.5% | +2.5% |
| 3M | +3.2% | +9.4% | -6.2% | +1.7% |
| 6M | +10.2% | +3.5% | +6.7% | +9.1% |
| YTD | +18.9% | +22.0% | -3.1% | +15.2% |
| 1Y | +29.3% | +2.2% | +27.1% | +27.6% |
| 3Y | +76.8% | +19.6% | +57.2% | +69.2% |
| All | +61.6% | -2.3% | +64.0% | +52.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling