+1,678.9%
VRT vs SW
+47.8%
+1,631.1%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.0% | -1.5% | -12.5% | -13.7% |
| 7D | -28.1% | +4.7% | -32.8% | -28.8% |
| 30D | -30.2% | +5.0% | -35.2% | -31.1% |
| 3M | -36.4% | -7.3% | -29.1% | -35.7% |
| 6M | -48.2% | +15.0% | -63.1% | -49.9% |
| YTD | +9.2% | +18.5% | -9.4% | +4.9% |
| 1Y | -7.2% | +27.1% | -34.4% | -12.0% |
| 3Y | +338.7% | +49.3% | +289.4% | +308.8% |
| 5Y | +542.8% | -1.6% | +544.5% | +503.1% |
| All | +1,678.9% | +47.8% | +1,631.1% | +1,446.6% |
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