+500.1%
VST vs SW
-1.6%
+501.7%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -1.5% | -4.6% | -5.9% |
| 7D | -19.9% | +4.7% | -24.6% | -20.6% |
| 30D | -29.7% | +5.0% | -34.7% | -30.3% |
| 3M | -19.6% | -7.3% | -12.2% | -18.8% |
| 6M | -29.4% | +15.0% | -44.4% | -31.6% |
| YTD | -29.7% | +18.5% | -48.2% | -32.6% |
| 1Y | -40.0% | +27.1% | -67.2% | -43.2% |
| 3Y | +231.0% | +49.3% | +181.7% | +215.9% |
| 5Y | +500.1% | -1.6% | +501.7% | +452.1% |
| All | +500.1% | -1.6% | +501.7% | +452.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling