+56.3%
SW vs VLTO
+27.2%
+29.1%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.6% | +2.9% | +2.0% |
| 7D | -5.1% | -2.3% | -2.8% | -4.1% |
| 30D | -4.6% | -0.9% | -3.7% | -4.2% |
| 3M | +9.4% | +13.8% | -4.4% | +3.7% |
| 6M | +3.5% | +2.0% | +1.5% | +2.6% |
| YTD | +22.0% | -3.2% | +25.2% | +23.4% |
| 1Y | +2.2% | -9.2% | +11.4% | +6.3% |
| All | +56.3% | +27.2% | +29.1% | +49.2% |
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