+619.5%
VRT vs SW
+19.6%
+599.9%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +1.3% | +3.1% | +3.9% |
| 7D | +9.1% | -5.1% | +14.2% | +11.2% |
| 30D | +0.9% | -4.6% | +5.5% | +2.5% |
| 3M | -13.4% | +9.4% | -22.8% | -16.8% |
| 6M | +11.7% | +3.5% | +8.2% | +8.9% |
| YTD | +73.2% | +22.0% | +51.2% | +59.4% |
| 1Y | +123.4% | +2.2% | +121.2% | +117.3% |
| All | +619.5% | +19.6% | +599.9% | +580.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling