+25.8%
VWO vs SW
-2.3%
+28.1%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.8% | 0.0% |
| 7D | +2.0% | -2.9% | +4.9% | +2.3% |
| 30D | -4.3% | +5.0% | -9.3% | -4.9% |
| 3M | -6.4% | -13.7% | +7.3% | -4.9% |
| 6M | -5.6% | +8.0% | -13.7% | -6.9% |
| YTD | +5.2% | +14.0% | -8.8% | +3.0% |
| 1Y | +5.2% | +25.6% | -20.4% | +1.9% |
| 3Y | +55.5% | +40.1% | +15.4% | +48.3% |
| All | +25.8% | -2.3% | +28.1% | +20.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling