+27.1%
SW vs VCLT
-3.6%
+30.7%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.1% | -0.9% | -0.8% |
| 7D | +2.3% | +0.3% | +2.1% | +1.7% |
| 30D | +6.8% | +3.7% | +3.1% | -0.9% |
| 3M | -5.2% | -1.5% | -3.7% | -1.8% |
| 6M | +7.4% | -3.8% | +11.3% | +17.2% |
| YTD | +17.4% | -3.1% | +20.5% | +25.9% |
| 1Y | +27.1% | -3.8% | +30.9% | +38.2% |
| All | +27.1% | -3.6% | +30.7% | +38.2% |
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