+1,216.9%
VST vs SW
+194.5%
+1,022.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.3% | +2.3% | +3.3% |
| 7D | +8.9% | -5.1% | +14.0% | +9.7% |
| 30D | +6.2% | -4.6% | +10.8% | +6.9% |
| 3M | -2.7% | +9.4% | -12.1% | -4.4% |
| 6M | -8.4% | +3.5% | -11.9% | -9.5% |
| YTD | -7.2% | +22.0% | -29.2% | -10.6% |
| 1Y | -20.9% | +2.2% | -23.1% | -22.1% |
| 3Y | +384.0% | +19.6% | +364.4% | +366.0% |
| 5Y | +757.1% | -2.3% | +759.4% | +720.6% |
| All | +1,216.9% | +194.5% | +1,022.3% | +789.7% |
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