+47.9%
SW vs VCLT
+16.2%
+31.6%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.1% | -0.9% | -0.9% |
| 7D | +2.3% | +0.3% | +2.1% | +2.0% |
| 30D | +6.8% | +3.7% | +3.1% | +2.9% |
| 3M | -5.2% | -1.5% | -3.7% | -3.6% |
| 6M | +7.4% | -3.8% | +11.3% | +12.1% |
| YTD | +17.4% | -3.1% | +20.5% | +21.8% |
| 1Y | +27.1% | -3.8% | +30.9% | +32.7% |
| 3Y | +47.9% | +16.7% | +31.1% | +40.5% |
| All | +47.9% | +16.2% | +31.6% | +40.5% |
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