-37.9%
VRT vs SW
+17.5%
-55.3%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | +4.1% | -17.0% | -13.5% |
| 7D | -15.4% | +12.1% | -27.4% | -17.3% |
| 30D | -19.0% | +6.6% | -25.5% | -20.1% |
| 3M | -23.8% | -6.0% | -17.8% | -22.1% |
| 6M | -37.9% | +21.5% | -59.3% | -42.3% |
| All | -37.9% | +17.5% | -55.3% | -42.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling