+899.6%
VUG vs SW
+743.1%
+156.5%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +4.1% | -2.5% | +1.3% |
| 7D | -3.0% | +12.1% | -15.1% | -3.7% |
| 30D | -6.4% | +6.6% | -13.0% | -6.8% |
| 3M | -3.2% | -6.0% | +2.8% | -2.9% |
| 6M | +3.1% | +21.5% | -18.4% | +1.7% |
| YTD | +6.3% | +20.3% | -14.0% | +4.7% |
| 1Y | +5.2% | +28.1% | -23.0% | +3.2% |
| 3Y | +87.4% | +51.6% | +35.8% | +81.7% |
| 5Y | +65.5% | -0.1% | +65.6% | +61.4% |
| 10Y | +422.7% | +189.7% | +232.9% | +390.3% |
| All | +899.6% | +743.1% | +156.5% | +824.4% |
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