+408.9%
VUG vs SW
+147.8%
+261.2%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.3% | -1.7% | -0.6% |
| 7D | -0.1% | -5.1% | +5.0% | +0.5% |
| 30D | -0.3% | -4.6% | +4.3% | +0.1% |
| 3M | -0.7% | +9.4% | -10.1% | -1.9% |
| 6M | +14.6% | +3.5% | +11.1% | +13.6% |
| YTD | +9.0% | +22.0% | -13.0% | +6.0% |
| 1Y | +14.9% | +2.2% | +12.7% | +13.5% |
| 3Y | +86.0% | +19.6% | +66.5% | +79.1% |
| 5Y | +76.7% | -2.3% | +79.0% | +68.9% |
| All | +408.9% | +147.8% | +261.2% | +345.2% |
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 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