+19.6%
SW vs VTR
+130.4%
-110.8%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.0% | +3.3% | +1.7% |
| 7D | -5.1% | -1.7% | -3.4% | -4.7% |
| 30D | -4.6% | -2.4% | -2.1% | -4.1% |
| 3M | +9.4% | +14.8% | -5.4% | +5.3% |
| 6M | +3.5% | +5.3% | -1.8% | +1.9% |
| YTD | +22.0% | +18.1% | +3.9% | +16.6% |
| 1Y | +2.2% | +36.7% | -34.5% | -6.9% |
| All | +19.6% | +130.4% | -110.8% | -12.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling