+2.2%
SW vs VCLT
-0.4%
+2.6%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.1% | +1.1% | +1.0% |
| 7D | -5.1% | -0.5% | -4.6% | -4.0% |
| 30D | -4.6% | -0.9% | -3.7% | -2.6% |
| 3M | +9.4% | -3.2% | +12.6% | +17.7% |
| 6M | +3.5% | -3.8% | +7.3% | +12.1% |
| YTD | +22.0% | -2.0% | +24.0% | +27.4% |
| 1Y | +2.2% | -0.8% | +3.0% | +9.4% |
| All | +2.2% | -0.4% | +2.6% | +9.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 1y: compounded portfolio wealth divided by compounded VCLT 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…
1y analysis · Full analysis span regression · 6 months rolling