+177.1%
SW vs VCLT
+21.5%
+155.5%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.7% |
| 7D | -2.9% | -2.3% | -0.7% | -2.1% |
| 30D | +5.0% | +0.8% | +4.3% | +4.8% |
| 3M | -13.7% | -2.7% | -11.0% | -12.8% |
| 6M | +8.0% | -4.3% | +12.3% | +9.9% |
| YTD | +14.0% | -4.3% | +18.3% | +16.0% |
| 1Y | +25.6% | -4.4% | +30.0% | +28.0% |
| 3Y | +40.1% | +13.8% | +26.3% | +37.4% |
| 5Y | -2.6% | -17.0% | +14.4% | +1.2% |
| All | +177.1% | +21.5% | +155.5% | +203.7% |
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