+289.1%
VTI vs SW
+184.4%
+104.7%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.7% | -0.4% |
| 7D | -0.4% | +2.2% | -2.6% | -0.7% |
| 30D | -3.2% | +7.4% | -10.7% | -4.0% |
| 3M | -2.9% | -5.9% | +3.0% | -2.4% |
| 6M | +2.4% | +9.0% | -6.6% | +1.1% |
| YTD | +11.2% | +18.1% | -7.0% | +8.5% |
| 1Y | +11.6% | +28.7% | -17.1% | +7.9% |
| 3Y | +76.6% | +48.8% | +27.8% | +67.5% |
| 5Y | +65.3% | +2.5% | +62.8% | +58.1% |
| 10Y | +289.1% | +184.4% | +104.7% | +238.9% |
| All | +289.1% | +184.4% | +104.7% | +238.9% |
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