+111.8%
VWO vs SW
+174.2%
-62.3%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.9% | +1.8% | +0.1% |
| 7D | +2.0% | -3.9% | +5.9% | +2.4% |
| 30D | -4.3% | +3.9% | -8.2% | -4.7% |
| 3M | -6.4% | -14.6% | +8.2% | -5.1% |
| 6M | -5.6% | +6.9% | -12.5% | -6.5% |
| YTD | +5.2% | +12.8% | -7.6% | +3.5% |
| 1Y | +5.2% | +24.3% | -19.1% | +2.5% |
| 3Y | +55.5% | +38.7% | +16.9% | +49.2% |
| 5Y | +25.6% | -3.6% | +29.2% | +21.4% |
| All | +111.8% | +174.2% | -62.3% | +82.3% |
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