+54.1%
SW vs VLTO
+54.7%
-0.7%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +0.6% | +3.5% | +3.8% |
| 7D | +12.1% | +13.8% | -1.8% | +5.8% |
| 30D | +6.6% | +21.2% | -14.6% | -2.1% |
| 3M | -6.0% | +21.5% | -27.5% | -13.7% |
| 6M | +21.5% | +33.0% | -11.5% | +7.2% |
| YTD | +20.3% | +17.8% | +2.5% | +11.6% |
| 1Y | +28.1% | +18.1% | +10.0% | +18.5% |
| 3Y | +51.6% | +67.6% | -16.0% | +31.2% |
| All | +54.1% | +54.7% | -0.7% | +34.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 10y: compounded portfolio wealth divided by compounded VLTO 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…
10y analysis · Full analysis span regression · 6 months rolling