-25.3%
SWK vs VCLT
-17.3%
-7.9%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.3% | -0.3% |
| 7D | +11.0% | +0.3% | +10.8% | +10.8% |
| 30D | +30.1% | +3.7% | +26.4% | +25.7% |
| 3M | +14.7% | -1.5% | +16.1% | +16.5% |
| 6M | +44.5% | -3.8% | +48.3% | +50.7% |
| YTD | +59.4% | -3.1% | +62.5% | +65.3% |
| 1Y | +77.5% | -3.8% | +81.3% | +85.4% |
| 3Y | +49.5% | +16.7% | +32.7% | +36.2% |
| All | -25.3% | -17.3% | -7.9% | -28.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling