+49.3%
SW vs VCLT
+16.3%
+33.0%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.1% | -1.6% | -1.6% |
| 7D | +4.7% | +0.3% | +4.4% | +4.3% |
| 30D | +5.0% | +3.6% | +1.4% | +1.3% |
| 3M | -7.3% | -1.9% | -5.4% | -5.4% |
| 6M | +15.0% | -3.2% | +18.2% | +19.4% |
| YTD | +18.5% | -3.1% | +21.6% | +22.9% |
| 1Y | +27.1% | -3.1% | +30.2% | +31.9% |
| All | +49.3% | +16.3% | +33.0% | +41.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling