+183.8%
VXUS vs SW
+596.8%
-413.0%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.3% | -0.8% | +0.4% |
| 7D | +1.0% | -5.1% | +6.1% | +1.5% |
| 30D | +2.2% | -4.6% | +6.8% | +2.6% |
| 3M | +3.0% | +9.4% | -6.4% | +2.0% |
| 6M | +10.7% | +3.5% | +7.1% | +9.9% |
| YTD | +17.8% | +22.0% | -4.2% | +15.4% |
| 1Y | +27.6% | +2.2% | +25.4% | +26.5% |
| 3Y | +73.3% | +19.6% | +53.7% | +68.2% |
| 5Y | +54.3% | -2.3% | +56.7% | +49.1% |
| 10Y | +149.8% | +181.4% | -31.5% | +121.7% |
| All | +183.8% | +596.8% | -413.0% | +146.6% |
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