-2.6%
SW vs VTR
+95.0%
-97.6%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.6% | -0.9% |
| 7D | +2.3% | +4.7% | -2.3% | +1.4% |
| 30D | +6.8% | +10.9% | -4.1% | +4.6% |
| 3M | -5.2% | -3.2% | -2.0% | -4.7% |
| 6M | +7.4% | +3.7% | +3.7% | +6.3% |
| YTD | +17.4% | +16.8% | +0.6% | +13.4% |
| 1Y | +27.1% | +21.3% | +5.8% | +21.7% |
| 3Y | +47.9% | +119.0% | -71.2% | +24.4% |
| All | -2.6% | +95.0% | -97.6% | -22.1% |
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