+28.7%
SWK vs VCLT
+18.4%
+10.4%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.3% | -0.3% |
| 7D | +11.0% | +0.3% | +10.8% | +10.9% |
| 30D | +30.1% | +3.7% | +26.4% | +26.9% |
| 3M | +14.7% | -1.0% | +15.6% | +15.6% |
| 6M | +44.5% | -3.4% | +47.9% | +48.6% |
| YTD | +59.4% | -2.6% | +62.0% | +63.2% |
| 1Y | +77.5% | -3.3% | +80.8% | +82.7% |
| 3Y | +49.5% | +17.3% | +32.1% | +38.3% |
| 5Y | -24.9% | -17.0% | -7.9% | -18.9% |
| All | +28.7% | +18.4% | +10.4% | +29.9% |
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