+377.4%
VT vs SW
+755.0%
-377.6%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.3% | -0.1% |
| 7D | +0.4% | -5.1% | +5.5% | +0.8% |
| 30D | +1.0% | -4.6% | +5.6% | +1.2% |
| 3M | +2.4% | +9.4% | -7.0% | +1.7% |
| 6M | +12.0% | +3.5% | +8.5% | +11.5% |
| YTD | +15.3% | +22.0% | -6.7% | +13.6% |
| 1Y | +22.6% | +2.2% | +20.4% | +21.8% |
| 3Y | +74.7% | +19.6% | +55.1% | +71.2% |
| 5Y | +66.1% | -2.3% | +68.5% | +62.3% |
| 10Y | +225.0% | +181.4% | +43.6% | +203.9% |
| All | +377.4% | +755.0% | -377.6% | +343.2% |
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