+1.9%
VUG vs SW
+26.7%
-24.8%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.9% | +1.9% | +1.0% |
| 7D | -3.4% | +2.3% | -5.7% | -3.6% |
| 30D | -11.1% | +6.8% | -17.9% | -11.8% |
| 3M | -7.2% | -5.2% | -2.1% | -6.7% |
| 6M | -4.1% | +7.4% | -11.6% | -5.6% |
| YTD | +1.4% | +17.4% | -16.0% | -1.6% |
| 1Y | +1.9% | +27.1% | -25.2% | -2.1% |
| All | +1.9% | +26.7% | -24.8% | -2.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling