+28.6%
VCIT vs SW
+189.7%
-161.1%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.1% | -3.5% | +0.6% |
| 7D | +0.4% | +12.1% | -11.6% | +0.3% |
| 30D | +2.2% | +6.6% | -4.4% | +2.1% |
| 3M | -1.8% | -6.0% | +4.2% | -1.8% |
| 6M | -1.6% | +21.5% | -23.1% | -1.9% |
| YTD | -1.7% | +20.3% | -22.1% | -2.0% |
| 1Y | -0.8% | +28.1% | -29.0% | -1.2% |
| 3Y | +19.3% | +51.6% | -32.3% | +18.6% |
| 5Y | +3.5% | -0.1% | +3.7% | +2.9% |
| 10Y | +28.6% | +189.7% | -161.1% | +27.2% |
| All | +28.6% | +189.7% | -161.1% | +27.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SW.
Daily Out/Under-Performance
Portfolio return minus SW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SW 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 SW 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