+1,969.0%
VRT vs SW
+50.0%
+1,919.0%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | +4.1% | -17.0% | -13.7% |
| 7D | -15.4% | +12.1% | -27.4% | -17.4% |
| 30D | -19.0% | +6.6% | -25.5% | -20.2% |
| 3M | -23.8% | -6.0% | -17.8% | -23.2% |
| 6M | -37.9% | +21.5% | -59.3% | -40.6% |
| YTD | +27.0% | +20.3% | +6.6% | +21.6% |
| 1Y | +13.8% | +28.1% | -14.4% | +7.7% |
| 3Y | +410.3% | +51.6% | +358.7% | +373.8% |
| 5Y | +666.5% | -0.1% | +666.7% | +616.8% |
| All | +1,969.0% | +50.0% | +1,919.0% | +1,692.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling