+735.5%
VGT vs SW
+182.3%
+553.2%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.7% | +3.6% | +3.0% |
| 7D | -1.6% | -2.6% | +1.0% | -1.3% |
| 30D | -10.1% | +7.2% | -17.3% | -10.9% |
| 3M | -5.3% | -10.5% | +5.2% | -4.1% |
| 6M | +0.2% | +9.9% | -9.6% | -1.3% |
| YTD | +21.1% | +17.2% | +3.9% | +17.8% |
| 1Y | +18.2% | +26.5% | -8.3% | +13.8% |
| 3Y | +107.4% | +47.7% | +59.8% | +95.7% |
| 5Y | +111.5% | +0.2% | +111.3% | +101.9% |
| 10Y | +735.5% | +182.3% | +553.2% | +623.6% |
| All | +735.5% | +182.3% | +553.2% | +623.6% |
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