+147.8%
SW vs VTR
+87.8%
+60.0%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.0% | +3.3% | +1.5% |
| 7D | -5.1% | -1.7% | -3.4% | -4.9% |
| 30D | -4.6% | -2.4% | -2.1% | -4.4% |
| 3M | +9.4% | +14.8% | -5.4% | +7.5% |
| 6M | +3.5% | +5.3% | -1.8% | +2.7% |
| YTD | +22.0% | +18.1% | +3.9% | +19.5% |
| 1Y | +2.2% | +36.7% | -34.5% | -1.7% |
| 3Y | +19.6% | +130.1% | -110.5% | +8.4% |
| 5Y | -2.3% | +89.5% | -91.8% | -10.6% |
| All | +147.8% | +87.8% | +60.0% | +128.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VTR.
Daily Out/Under-Performance
Portfolio return minus VTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTR 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 VTR 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