+1,908.9%
VGT vs SW
+755.0%
+1,153.9%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.3% | -0.9% | +0.2% |
| 7D | +1.0% | -5.1% | +6.1% | +1.3% |
| 30D | +1.3% | -4.6% | +5.9% | +1.6% |
| 3M | -1.1% | +9.4% | -10.5% | -1.9% |
| 6M | +32.6% | +3.5% | +29.1% | +32.0% |
| YTD | +29.0% | +22.0% | +7.0% | +26.9% |
| 1Y | +39.7% | +2.2% | +37.5% | +38.7% |
| 3Y | +120.9% | +19.6% | +101.3% | +116.4% |
| 5Y | +133.6% | -2.3% | +135.9% | +127.9% |
| 10Y | +792.6% | +181.4% | +611.2% | +736.3% |
| All | +1,908.9% | +755.0% | +1,153.9% | +1,761.7% |
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