+183.3%
SW vs VCLT
+20.2%
+163.1%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | 0.0% | +0.1% |
| 7D | +1.8% | +1.2% | +0.6% | +1.4% |
| 30D | +7.0% | +3.4% | +3.6% | +5.8% |
| 3M | -7.6% | -0.9% | -6.8% | -7.3% |
| 6M | +8.5% | -3.1% | +11.7% | +9.9% |
| YTD | +17.7% | -2.4% | +20.0% | +18.9% |
| 1Y | +27.1% | -2.7% | +29.7% | +28.6% |
| 3Y | +48.2% | +16.9% | +31.3% | +44.1% |
| 5Y | -2.3% | -17.0% | +14.6% | +1.2% |
| 10Y | +183.3% | +22.1% | +161.2% | +203.0% |
| All | +183.3% | +20.2% | +163.1% | +203.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling