+147.8%
SW vs VCLT
+16.0%
+131.8%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.1% | +1.1% | +1.2% |
| 7D | -5.1% | -0.5% | -4.6% | -4.9% |
| 30D | -4.6% | -0.9% | -3.7% | -4.3% |
| 3M | +9.4% | -3.2% | +12.6% | +10.7% |
| 6M | +3.5% | -3.8% | +7.3% | +5.0% |
| YTD | +22.0% | -2.0% | +24.0% | +23.2% |
| 1Y | +2.2% | -0.8% | +3.0% | +2.9% |
| 3Y | +19.6% | +12.3% | +7.3% | +16.9% |
| 5Y | -2.3% | -15.4% | +13.1% | +1.0% |
| All | +147.8% | +16.0% | +131.8% | +169.9% |
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