-25.2%
SWKS vs VCLT
+12.9%
-38.1%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.1% | +3.4% | +3.4% |
| 7D | +12.5% | -0.5% | +13.0% | +13.0% |
| 30D | +10.5% | -0.9% | +11.3% | +11.3% |
| 3M | -7.4% | -3.2% | -4.1% | -4.7% |
| 6M | +32.7% | -3.8% | +36.5% | +37.1% |
| YTD | +19.2% | -2.0% | +21.2% | +21.2% |
| 1Y | +2.4% | -0.8% | +3.2% | +2.9% |
| All | -25.2% | +12.9% | -38.1% | -34.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling