+111.0%
VWO vs SW
+147.8%
-36.7%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.3% | -0.5% | +0.6% |
| 7D | +1.1% | -5.1% | +6.2% | +1.6% |
| 30D | +2.4% | -4.6% | +7.0% | +2.8% |
| 3M | +2.0% | +9.4% | -7.4% | +0.9% |
| 6M | +10.7% | +3.5% | +7.2% | +9.8% |
| YTD | +14.4% | +22.0% | -7.6% | +11.8% |
| 1Y | +22.7% | +2.2% | +20.5% | +21.5% |
| 3Y | +64.2% | +19.6% | +44.6% | +58.9% |
| 5Y | +35.8% | -2.3% | +38.1% | +30.9% |
| All | +111.0% | +147.8% | -36.7% | +82.6% |
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