+687.4%
SW vs VCLT
+103.4%
+584.0%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.1% | +1.1% | +1.2% |
| 7D | -5.1% | -0.5% | -4.6% | -5.0% |
| 30D | -4.6% | -0.9% | -3.7% | -4.3% |
| 3M | +9.4% | -3.2% | +12.6% | +10.4% |
| 6M | +3.5% | -3.8% | +7.3% | +4.7% |
| YTD | +22.0% | -2.0% | +24.0% | +22.9% |
| 1Y | +2.2% | -0.8% | +3.0% | +2.7% |
| 3Y | +19.6% | +12.3% | +7.3% | +17.6% |
| 5Y | -2.3% | -15.4% | +13.1% | -0.3% |
| 10Y | +181.4% | +15.7% | +165.6% | +183.3% |
| All | +687.4% | +103.4% | +584.0% | +664.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling