+165.9%
VEA vs SW
+730.4%
-564.4%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.5% | -2.2% | -3.6% |
| 7D | -3.2% | +4.7% | -7.9% | -3.6% |
| 30D | -4.1% | +5.0% | -9.1% | -4.5% |
| 3M | -5.5% | -7.3% | +1.8% | -5.1% |
| 6M | -0.4% | +15.0% | -15.4% | -1.6% |
| YTD | +10.2% | +18.5% | -8.3% | +8.5% |
| 1Y | +15.3% | +27.1% | -11.8% | +12.9% |
| 3Y | +68.7% | +49.3% | +19.4% | +62.6% |
| 5Y | +50.3% | -1.6% | +51.9% | +46.1% |
| 10Y | +155.4% | +185.4% | -30.0% | +132.7% |
| All | +165.9% | +730.4% | -564.4% | +133.5% |
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