-7.2%
VRT vs SW
+25.8%
-33.0%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.0% | -1.5% | -12.5% | -13.6% |
| 7D | -28.1% | +4.7% | -32.8% | -29.3% |
| 30D | -30.2% | +5.0% | -35.2% | -31.6% |
| 3M | -36.4% | -7.3% | -29.1% | -34.8% |
| 6M | -48.2% | +15.0% | -63.1% | -51.7% |
| YTD | +9.2% | +18.5% | -9.4% | +5.4% |
| 1Y | -7.2% | +27.1% | -34.4% | -11.9% |
| All | -7.2% | +25.8% | -33.0% | -11.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling