+227.2%
VT vs SW
+178.4%
+48.8%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | -1.6% | +2.1% | -3.7% | -1.9% |
| 30D | -2.5% | +2.1% | -4.6% | -2.8% |
| 3M | -1.3% | -6.5% | +5.2% | -0.7% |
| 6M | +3.1% | +12.4% | -9.3% | +1.4% |
| YTD | +10.9% | +15.6% | -4.7% | +8.5% |
| 1Y | +12.1% | +22.3% | -10.2% | +9.0% |
| 3Y | +73.9% | +45.7% | +28.2% | +65.1% |
| 5Y | +58.0% | -4.0% | +62.0% | +51.9% |
| All | +227.2% | +178.4% | +48.8% | +182.4% |
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 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