+51.6%
SW vs VLTO
+69.4%
-17.8%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +0.6% | +3.5% | +3.8% |
| 7D | +12.1% | +13.8% | -1.8% | +5.4% |
| 30D | +6.6% | +21.2% | -14.6% | -2.7% |
| 3M | -6.0% | +21.5% | -27.5% | -14.3% |
| 6M | +21.5% | +33.0% | -11.5% | +6.2% |
| YTD | +20.3% | +17.8% | +2.5% | +11.1% |
| 1Y | +28.1% | +18.1% | +10.0% | +17.9% |
| All | +51.6% | +69.4% | -17.8% | +37.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling