+671.6%
VTI vs SW
+743.1%
-71.4%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +4.1% | -2.5% | +1.3% |
| 7D | -0.6% | +12.1% | -12.6% | -1.2% |
| 30D | -1.0% | +6.6% | -7.5% | -1.3% |
| 3M | -0.8% | -6.0% | +5.2% | -0.5% |
| 6M | +7.1% | +21.5% | -14.4% | +5.7% |
| YTD | +13.4% | +20.3% | -6.9% | +11.8% |
| 1Y | +14.9% | +28.1% | -13.2% | +12.9% |
| 3Y | +81.8% | +51.6% | +30.2% | +76.9% |
| 5Y | +67.4% | -0.1% | +67.5% | +63.6% |
| 10Y | +313.9% | +189.7% | +124.1% | +290.2% |
| All | +671.6% | +743.1% | -71.4% | +630.7% |
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