+31.0%
SWKS vs VCLT
+15.5%
+15.5%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | 0.0% | +1.9% | +1.9% |
| 7D | +11.8% | +0.3% | +11.5% | +11.6% |
| 30D | +6.7% | -0.6% | +7.3% | +7.1% |
| 3M | 0.0% | -2.2% | +2.3% | +1.3% |
| 6M | +38.7% | -2.9% | +41.6% | +41.0% |
| YTD | +21.4% | -2.1% | +23.4% | +22.8% |
| 1Y | +2.9% | -2.6% | +5.5% | +4.3% |
| 3Y | -16.4% | +12.5% | -28.9% | -20.8% |
| 5Y | -51.2% | -15.3% | -35.9% | -49.5% |
| 10Y | +31.0% | +16.6% | +14.4% | +29.2% |
| All | +31.0% | +15.5% | +15.5% | +29.2% |
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