-49.4%
VG vs SW
-14.0%
-35.4%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.7% | +4.1% | -11.8% | -7.8% |
| 7D | -16.4% | +12.1% | -28.4% | -16.8% |
| 30D | -10.8% | +6.6% | -17.3% | -11.0% |
| 3M | -6.3% | -6.0% | -0.3% | -6.0% |
| 6M | -12.5% | +21.5% | -34.0% | -19.2% |
| YTD | +76.9% | +20.3% | +56.6% | +53.7% |
| 1Y | +51.8% | +28.1% | +23.6% | +25.3% |
| All | -49.4% | -14.0% | -35.4% | -42.6% |
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