+638.1%
VTI vs SW
+730.4%
-92.3%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.5% | -2.8% | -4.3% |
| 7D | -4.7% | +4.7% | -9.3% | -4.9% |
| 30D | -5.8% | +5.0% | -10.8% | -6.0% |
| 3M | -4.8% | -7.3% | +2.5% | -4.4% |
| 6M | +1.5% | +15.0% | -13.4% | +0.6% |
| YTD | +8.5% | +18.5% | -10.1% | +7.1% |
| 1Y | +9.4% | +27.1% | -17.7% | +7.6% |
| 3Y | +73.9% | +49.3% | +24.6% | +69.3% |
| 5Y | +59.5% | -1.6% | +61.1% | +56.0% |
| 10Y | +295.8% | +185.4% | +110.5% | +273.5% |
| All | +638.1% | +730.4% | -92.3% | +599.5% |
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