+32.1%
SWKS vs VCLT
+18.4%
+13.7%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.1% | +1.3% | +1.2% |
| 7D | -6.2% | +0.3% | -6.4% | -6.3% |
| 30D | -1.5% | +3.7% | -5.1% | -3.3% |
| 3M | +23.0% | -1.0% | +23.9% | +23.5% |
| 6M | +27.6% | -3.4% | +31.0% | +30.0% |
| YTD | +32.3% | -2.6% | +34.9% | +34.1% |
| 1Y | +20.1% | -3.3% | +23.4% | +22.2% |
| 3Y | +0.6% | +17.3% | -16.7% | -6.3% |
| 5Y | -42.3% | -17.0% | -25.3% | -40.0% |
| All | +32.1% | +18.4% | +13.7% | +33.0% |
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