-90.1%
SCWO vs VT
+57.4%
-147.5%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.6% | -5.1% | -5.9% |
| 7D | -6.3% | +0.4% | -6.7% | -7.0% |
| 30D | -6.3% | -2.6% | -3.7% | -3.1% |
| 3M | +10.7% | -3.2% | +13.9% | +15.2% |
| 6M | +0.4% | +0.9% | -0.5% | -1.3% |
| YTD | +16.7% | +11.3% | +5.4% | +2.3% |
| 1Y | -40.5% | +14.0% | -54.5% | -49.1% |
| 3Y | -82.9% | +75.8% | -158.7% | -89.7% |
| 5Y | -90.1% | +57.8% | -147.9% | -94.2% |
| All | -90.1% | +57.4% | -147.5% | -94.2% |
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