+405.3%
VUG vs SW
+182.3%
+223.0%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.7% | +2.4% | +1.8% |
| 7D | -1.1% | -2.6% | +1.5% | -0.8% |
| 30D | -7.0% | +7.2% | -14.2% | -7.8% |
| 3M | -3.7% | -10.5% | +6.7% | -2.6% |
| 6M | -1.6% | +9.9% | -11.5% | -3.0% |
| YTD | +5.1% | +17.2% | -12.1% | +2.5% |
| 1Y | +3.8% | +26.5% | -22.7% | +0.3% |
| 3Y | +79.9% | +47.7% | +32.2% | +70.0% |
| 5Y | +66.4% | +0.2% | +66.2% | +58.8% |
| 10Y | +405.3% | +182.3% | +223.0% | +341.6% |
| All | +405.3% | +182.3% | +223.0% | +341.6% |
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