+3.5%
SW vs VTR
+5.6%
-2.0%
-20.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| 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% | -4.2% |
| 3M | +9.4% | +14.8% | -5.4% | +7.0% |
| 6M | +3.5% | +5.3% | -1.8% | +4.5% |
| All | +3.5% | +5.6% | -2.0% | +4.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling