+22.2%
SWK vs VCLT
+21.5%
+0.6%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.5% |
| 7D | -1.4% | -2.3% | +0.9% | +0.3% |
| 30D | +25.5% | +0.8% | +24.7% | +25.0% |
| 3M | +11.8% | -2.7% | +14.5% | +14.2% |
| 6M | +48.7% | -4.3% | +53.0% | +54.1% |
| YTD | +57.2% | -4.3% | +61.5% | +63.2% |
| 1Y | +75.3% | -4.4% | +79.6% | +82.1% |
| 3Y | +51.9% | +13.8% | +38.2% | +43.4% |
| 5Y | -30.7% | -17.0% | -13.8% | -24.7% |
| All | +22.2% | +21.5% | +0.6% | +23.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 10y: compounded portfolio wealth divided by compounded VCLT 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…
10y analysis · Full analysis span regression · 6 months rolling