+109.8%
VWO vs SW
+755.0%
-645.2%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.3% | -0.5% | +0.7% |
| 7D | +1.1% | -5.1% | +6.2% | +1.4% |
| 30D | +2.4% | -4.6% | +7.0% | +2.6% |
| 3M | +2.0% | +9.4% | -7.4% | +1.3% |
| 6M | +10.7% | +3.5% | +7.2% | +10.2% |
| YTD | +14.4% | +22.0% | -7.6% | +12.7% |
| 1Y | +22.7% | +2.2% | +20.5% | +22.0% |
| 3Y | +64.2% | +19.6% | +44.6% | +60.8% |
| 5Y | +35.8% | -2.3% | +38.1% | +32.6% |
| 10Y | +114.7% | +181.4% | -66.7% | +98.3% |
| All | +109.8% | +755.0% | -645.2% | +90.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling