+1,816.3%
VGT vs SW
+743.1%
+1,073.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.1% | -3.8% | 0.0% |
| 7D | -6.5% | +12.1% | -18.6% | -7.2% |
| 30D | -10.6% | +6.6% | -17.1% | -11.0% |
| 3M | -3.7% | -6.0% | +2.3% | -3.4% |
| 6M | +10.4% | +21.5% | -11.1% | +8.7% |
| YTD | +23.1% | +20.3% | +2.7% | +21.1% |
| 1Y | +19.9% | +28.1% | -8.3% | +17.4% |
| 3Y | +119.5% | +51.6% | +67.9% | +112.7% |
| 5Y | +113.7% | -0.1% | +113.9% | +108.4% |
| 10Y | +764.8% | +189.7% | +575.1% | +710.3% |
| All | +1,816.3% | +743.1% | +1,073.3% | +1,676.4% |
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