+844.9%
VUG vs SW
+730.4%
+114.6%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -1.5% | -4.0% | -5.4% |
| 7D | -7.1% | +4.7% | -11.8% | -7.4% |
| 30D | -12.1% | +5.0% | -17.1% | -12.4% |
| 3M | -8.1% | -7.3% | -0.8% | -7.8% |
| 6M | -3.2% | +15.0% | -18.2% | -4.2% |
| YTD | +0.5% | +18.5% | -18.0% | -1.0% |
| 1Y | -0.7% | +27.1% | -27.8% | -2.5% |
| 3Y | +77.1% | +49.3% | +27.8% | +71.9% |
| 5Y | +56.2% | -1.6% | +57.8% | +52.5% |
| 10Y | +394.1% | +185.4% | +208.7% | +363.9% |
| All | +844.9% | +730.4% | +114.6% | +774.7% |
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