+3.5%
VCIT vs SW
-0.1%
+3.7%
-19.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.1% | -3.5% | +0.5% |
| 7D | +0.4% | +12.1% | -11.6% | +0.2% |
| 30D | +2.2% | +6.6% | -4.4% | +2.0% |
| 3M | -1.8% | -6.0% | +4.2% | -1.7% |
| 6M | -1.6% | +21.5% | -23.1% | -2.0% |
| YTD | -1.7% | +20.3% | -22.1% | -2.2% |
| 1Y | -0.8% | +28.1% | -29.0% | -1.4% |
| 3Y | +19.3% | +51.6% | -32.3% | +18.2% |
| 5Y | +3.5% | -0.1% | +3.7% | +2.2% |
| All | +3.5% | -0.1% | +3.7% | +2.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling