-89.2%
SCWO vs VT
+53.2%
-142.4%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -4.1% | +0.1% | +1.4% |
| 7D | -2.4% | -4.2% | +1.8% | +3.1% |
| 30D | -12.3% | -5.8% | -6.5% | -5.1% |
| 3M | +7.5% | -5.2% | +12.8% | +15.1% |
| 6M | +9.5% | +0.1% | +9.3% | +9.1% |
| YTD | +19.1% | +8.2% | +10.9% | +8.5% |
| 1Y | -43.5% | +10.1% | -53.6% | -49.3% |
| 3Y | -84.4% | +69.7% | -154.1% | -90.2% |
| 5Y | -89.2% | +53.4% | -142.6% | -93.3% |
| All | -89.2% | +53.2% | -142.4% | -93.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling