+200.8%
SWK vs VCLT
+103.4%
+97.4%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.1% | +0.8% | +0.9% |
| 7D | -0.4% | -0.5% | +0.1% | -0.3% |
| 30D | -5.7% | -0.9% | -4.9% | -5.4% |
| 3M | +24.1% | -3.2% | +27.3% | +25.6% |
| 6M | +24.7% | -3.8% | +28.5% | +26.5% |
| YTD | +33.9% | -2.0% | +36.0% | +35.2% |
| 1Y | +34.7% | -0.8% | +35.5% | +35.5% |
| 3Y | +15.3% | +12.3% | +3.0% | +13.1% |
| 5Y | -39.3% | -15.4% | -23.9% | -40.3% |
| 10Y | +2.5% | +15.7% | -13.3% | +8.8% |
| All | +200.8% | +103.4% | +97.4% | +375.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling