+925.4%
VUG vs SW
+755.0%
+170.4%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.3% | -1.7% | -0.6% |
| 7D | -0.1% | -5.1% | +5.0% | +0.2% |
| 30D | -0.3% | -4.6% | +4.3% | -0.1% |
| 3M | -0.7% | +9.4% | -10.1% | -1.4% |
| 6M | +14.6% | +3.5% | +11.1% | +14.1% |
| YTD | +9.0% | +22.0% | -13.0% | +7.3% |
| 1Y | +14.9% | +2.2% | +12.7% | +14.1% |
| 3Y | +86.0% | +19.6% | +66.5% | +82.3% |
| 5Y | +76.7% | -2.3% | +79.0% | +72.4% |
| 10Y | +411.3% | +181.4% | +229.9% | +379.6% |
| All | +925.4% | +755.0% | +170.4% | +847.9% |
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 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