+52.0%
SCWO vs VT
+224.4%
-172.4%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.1% | -2.9% | -2.0% |
| 7D | -9.9% | -0.7% | -9.2% | -9.7% |
| 30D | -6.9% | -1.7% | -5.2% | -6.6% |
| 3M | -1.7% | -2.3% | +0.6% | -1.2% |
| 6M | +2.7% | +1.5% | +1.2% | +2.5% |
| YTD | +11.8% | +12.0% | -0.3% | +10.0% |
| 1Y | -40.0% | +12.9% | -52.9% | -41.0% |
| 3Y | -81.9% | +74.9% | -156.9% | -81.6% |
| 5Y | -91.4% | +59.9% | -151.3% | -92.0% |
| 10Y | +52.0% | +224.6% | -172.6% | +158.5% |
| All | +52.0% | +224.4% | -172.4% | +158.5% |
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