+185.4%
SW vs VCLT
+17.8%
+167.5%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.1% | -1.6% | -1.5% |
| 7D | +4.7% | +0.3% | +4.4% | +4.6% |
| 30D | +5.0% | +3.6% | +1.4% | +3.7% |
| 3M | -7.3% | -1.9% | -5.4% | -6.6% |
| 6M | +15.0% | -3.2% | +18.2% | +16.5% |
| YTD | +18.5% | -3.1% | +21.6% | +20.1% |
| 1Y | +27.1% | -3.1% | +30.2% | +28.9% |
| 3Y | +49.3% | +15.9% | +33.4% | +45.6% |
| 5Y | -1.6% | -17.4% | +15.7% | +2.2% |
| All | +185.4% | +17.8% | +167.5% | +207.0% |
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