+249.3%
VST vs SW
+42.5%
+206.8%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.8% | +4.1% | -17.9% | -14.9% |
| 7D | -15.7% | +12.1% | -27.8% | -18.5% |
| 30D | -17.0% | +6.6% | -23.5% | -18.7% |
| 3M | -15.9% | -6.0% | -9.9% | -14.8% |
| 6M | -25.0% | +21.5% | -46.5% | -30.5% |
| YTD | -25.1% | +20.3% | -45.4% | -31.2% |
| 1Y | -34.9% | +28.1% | -63.0% | -41.5% |
| All | +249.3% | +42.5% | +206.8% | +220.8% |
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 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