+17.4%
VGT vs SW
+23.8%
-6.4%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.9% | +1.4% | -0.3% |
| 7D | +5.6% | -3.0% | +8.6% | +6.1% |
| 30D | -10.6% | +4.2% | -14.8% | -11.2% |
| 3M | -6.9% | -11.5% | +4.6% | -5.2% |
| 6M | +0.9% | +8.6% | -7.7% | -1.1% |
| YTD | +20.4% | +15.0% | +5.5% | +16.7% |
| 1Y | +17.4% | +25.7% | -8.3% | +12.5% |
| All | +17.4% | +23.8% | -6.4% | +12.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling