+89.1%
VWO vs SW
+722.5%
-633.4%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.9% | +2.9% | +2.0% |
| 7D | -0.4% | +2.3% | -2.7% | -0.5% |
| 30D | -7.6% | +6.8% | -14.4% | -8.0% |
| 3M | -7.6% | -5.2% | -2.4% | -7.4% |
| 6M | -8.7% | +7.4% | -16.1% | -9.3% |
| YTD | +3.2% | +17.4% | -14.2% | +1.8% |
| 1Y | +3.6% | +27.1% | -23.5% | +1.8% |
| 3Y | +51.8% | +47.9% | +4.0% | +47.3% |
| 5Y | +26.0% | -2.6% | +28.6% | +23.2% |
| 10Y | +99.3% | +182.7% | -83.4% | +84.3% |
| All | +89.1% | +722.5% | -633.4% | +71.7% |
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