-1.6%
SW vs VCLT
-16.9%
+15.2%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.1% | -1.6% | -1.5% |
| 7D | +4.7% | +0.3% | +4.4% | +4.5% |
| 30D | +5.0% | +3.6% | +1.4% | +3.2% |
| 3M | -7.3% | -1.9% | -5.4% | -6.4% |
| 6M | +15.0% | -3.2% | +18.2% | +17.1% |
| YTD | +18.5% | -3.1% | +21.6% | +20.7% |
| 1Y | +27.1% | -3.1% | +30.2% | +29.5% |
| 3Y | +49.3% | +15.9% | +33.4% | +46.3% |
| 5Y | -1.6% | -17.4% | +15.7% | +2.3% |
| All | -1.6% | -16.9% | +15.2% | +2.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling