-90.8%
SCWO vs VT
+345.0%
-435.8%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -4.1% | +0.1% | -3.2% |
| 7D | -2.4% | -4.2% | +1.8% | -1.6% |
| 30D | -12.3% | -5.8% | -6.5% | -11.2% |
| 3M | +7.5% | -5.2% | +12.8% | +8.6% |
| 6M | +9.5% | +0.1% | +9.3% | +9.6% |
| YTD | +19.1% | +8.2% | +10.9% | +18.0% |
| 1Y | -43.5% | +10.1% | -53.6% | -44.1% |
| 3Y | -84.4% | +69.7% | -154.1% | -85.1% |
| 5Y | -89.2% | +53.4% | -142.6% | -89.7% |
| 10Y | +62.0% | +219.2% | -157.2% | +54.1% |
| All | -90.8% | +345.0% | -435.8% | -93.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling