+184.4%
SW vs VTR
+126.9%
+57.5%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.6% | +0.3% |
| 7D | +2.2% | +3.8% | -1.6% | +1.7% |
| 30D | +7.4% | +10.1% | -2.7% | +6.2% |
| 3M | -5.9% | -1.2% | -4.8% | -5.9% |
| 6M | +9.0% | +4.8% | +4.2% | +8.2% |
| YTD | +18.1% | +18.9% | -0.8% | +15.6% |
| 1Y | +28.7% | +21.8% | +6.8% | +25.5% |
| 3Y | +48.8% | +132.0% | -83.2% | +34.8% |
| 5Y | +2.5% | +94.7% | -92.2% | -6.3% |
| 10Y | +184.4% | +136.8% | +47.6% | +154.2% |
| All | +184.4% | +126.9% | +57.5% | +154.2% |
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