-36.5%
SWKS vs VCLT
-16.7%
-19.9%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | +0.2% |
| 7D | +9.4% | -2.3% | +11.7% | +11.3% |
| 30D | +17.0% | +0.8% | +16.2% | +16.2% |
| 3M | +28.9% | -2.7% | +31.6% | +31.3% |
| 6M | +33.1% | -4.3% | +37.4% | +37.6% |
| YTD | +44.8% | -4.3% | +49.1% | +49.5% |
| 1Y | +36.2% | -4.4% | +40.6% | +40.7% |
| 3Y | +11.5% | +13.8% | -2.3% | +2.0% |
| All | -36.5% | -16.7% | -19.9% | -37.4% |
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