+84.4%
SCWO vs VT
+222.7%
-138.3%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | 0.0% | +2.2% | +2.2% |
| 7D | +19.0% | +0.4% | +18.5% | +18.9% |
| 30D | +46.9% | +1.0% | +45.9% | +46.6% |
| 3M | +29.2% | +2.4% | +26.8% | +28.6% |
| 6M | +24.3% | +12.0% | +12.3% | +22.0% |
| YTD | +62.7% | +15.3% | +47.4% | +59.3% |
| 1Y | -7.8% | +22.6% | -30.4% | -10.1% |
| 3Y | -79.4% | +74.7% | -154.1% | -79.3% |
| 5Y | -82.5% | +66.1% | -148.7% | -83.8% |
| All | +84.4% | +222.7% | -138.3% | +197.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 10y: compounded portfolio wealth divided by compounded VT 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…
10y analysis · Full analysis span regression · 6 months rolling