+721.4%
SW vs VTRS
+107.6%
+613.8%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.0% | -1.8% | -0.9% |
| 7D | -2.6% | +9.6% | -12.1% | -3.7% |
| 30D | +7.2% | +20.1% | -12.9% | +4.7% |
| 3M | -10.5% | +30.3% | -40.8% | -13.4% |
| 6M | +9.9% | +26.3% | -16.4% | +6.6% |
| YTD | +17.2% | +73.1% | -55.9% | +9.6% |
| 1Y | +26.5% | +94.7% | -68.2% | +16.8% |
| 3Y | +47.7% | +159.7% | -112.0% | +31.6% |
| 5Y | +0.2% | +79.7% | -79.5% | -8.8% |
| 10Y | +182.3% | -30.5% | +212.8% | +168.4% |
| All | +721.4% | +107.6% | +613.8% | +591.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VTRS.
Daily Out/Under-Performance
Portfolio return minus VTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTRS 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 VTRS 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