+187.0%
VEA vs SW
+755.0%
-568.0%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.3% | -0.8% | +0.3% |
| 7D | +1.0% | -5.1% | +6.1% | +1.3% |
| 30D | +1.9% | -4.6% | +6.5% | +2.3% |
| 3M | +3.2% | +9.4% | -6.2% | +2.4% |
| 6M | +10.2% | +3.5% | +6.7% | +9.7% |
| YTD | +18.9% | +22.0% | -3.1% | +16.8% |
| 1Y | +29.3% | +2.2% | +27.1% | +28.4% |
| 3Y | +76.8% | +19.6% | +57.2% | +72.4% |
| 5Y | +61.2% | -2.3% | +63.6% | +56.7% |
| 10Y | +163.3% | +181.4% | -18.1% | +139.6% |
| All | +187.0% | +755.0% | -568.0% | +151.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling