-1.6%
SW vs VTR
+93.7%
-95.3%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.2% | -1.3% | -1.5% |
| 7D | +4.7% | +6.4% | -1.7% | +3.3% |
| 30D | +5.0% | +8.8% | -3.8% | +3.2% |
| 3M | -7.3% | -3.2% | -4.1% | -6.9% |
| 6M | +15.0% | +3.8% | +11.2% | +13.8% |
| YTD | +18.5% | +17.2% | +1.3% | +14.4% |
| 1Y | +27.1% | +21.7% | +5.5% | +21.7% |
| 3Y | +49.3% | +120.8% | -71.4% | +25.5% |
| 5Y | -1.6% | +94.6% | -96.2% | -21.7% |
| All | -1.6% | +93.7% | -95.3% | -21.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling