+383.4%
VUG vs SW
+185.4%
+198.0%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -1.5% | -4.0% | -5.3% |
| 7D | -7.1% | +4.7% | -11.8% | -7.6% |
| 30D | -12.1% | +5.0% | -17.1% | -12.6% |
| 3M | -8.1% | -7.3% | -0.8% | -7.5% |
| 6M | -3.2% | +15.0% | -18.2% | -5.1% |
| YTD | +0.5% | +18.5% | -18.0% | -2.2% |
| 1Y | -0.7% | +27.1% | -27.8% | -4.1% |
| 3Y | +77.1% | +49.3% | +27.8% | +67.2% |
| 5Y | +56.2% | -1.6% | +57.8% | +49.3% |
| All | +383.4% | +185.4% | +198.0% | +320.9% |
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