-39.3%
VG vs SW
-12.8%
-26.5%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.3% | -1.7% | -0.5% |
| 7D | +1.7% | -5.1% | +6.8% | +2.0% |
| 30D | +16.0% | -4.6% | +20.6% | +16.2% |
| 3M | +9.7% | +9.4% | +0.3% | +6.2% |
| 6M | +29.6% | +3.5% | +26.1% | +28.2% |
| YTD | +112.0% | +22.0% | +90.0% | +84.1% |
| 1Y | +12.8% | +2.2% | +10.6% | +12.2% |
| All | -39.3% | -12.8% | -26.5% | -31.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling