+112.0%
VWO vs SW
+179.5%
-67.5%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.9% | +0.5% | -1.2% |
| 7D | +4.0% | -3.0% | +7.0% | +4.3% |
| 30D | -5.4% | +4.2% | -9.6% | -5.9% |
| 3M | -6.4% | -11.5% | +5.1% | -5.4% |
| 6M | -4.7% | +8.6% | -13.3% | -5.7% |
| YTD | +5.3% | +15.0% | -9.7% | +3.4% |
| 1Y | +4.3% | +25.7% | -21.3% | +1.6% |
| 3Y | +55.9% | +44.8% | +11.1% | +49.0% |
| 5Y | +25.7% | -1.7% | +27.4% | +21.3% |
| All | +112.0% | +179.5% | -67.5% | +82.1% |
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 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