+28.0%
VWO vs SW
-2.3%
+30.4%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.2% | +2.2% | +2.4% |
| 7D | +1.6% | +1.8% | -0.2% | +1.4% |
| 30D | -5.3% | +7.0% | -12.3% | -6.0% |
| 3M | -6.2% | -7.6% | +1.4% | -5.5% |
| 6M | -6.2% | +8.5% | -14.8% | -7.5% |
| YTD | +5.6% | +17.7% | -12.0% | +3.0% |
| 1Y | +6.2% | +27.1% | -20.9% | +2.7% |
| 3Y | +57.5% | +48.2% | +9.3% | +49.3% |
| 5Y | +28.0% | -2.3% | +30.4% | +21.8% |
| All | +28.0% | -2.3% | +30.4% | +21.8% |
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