+730.4%
SW vs VTR
+269.4%
+461.0%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.2% | -1.3% | -1.5% |
| 7D | +4.7% | +6.4% | -1.7% | +4.3% |
| 30D | +5.0% | +8.8% | -3.8% | +4.5% |
| 3M | -7.3% | -3.2% | -4.1% | -7.2% |
| 6M | +15.0% | +3.8% | +11.2% | +14.6% |
| YTD | +18.5% | +17.2% | +1.3% | +17.3% |
| 1Y | +27.1% | +21.7% | +5.5% | +25.6% |
| 3Y | +49.3% | +120.8% | -71.4% | +42.5% |
| 5Y | -1.6% | +94.6% | -96.2% | -5.9% |
| 10Y | +185.4% | +113.0% | +72.4% | +167.0% |
| All | +730.4% | +269.4% | +461.0% | +711.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling