+769.3%
VST vs SW
-2.3%
+771.7%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.3% | +2.3% | +3.3% |
| 7D | +8.9% | -5.1% | +14.0% | +9.8% |
| 30D | +6.2% | -4.6% | +10.8% | +7.0% |
| 3M | -2.7% | +9.4% | -12.1% | -4.7% |
| 6M | -8.4% | +3.5% | -11.9% | -9.7% |
| YTD | -7.2% | +22.0% | -29.2% | -11.1% |
| 1Y | -20.9% | +2.2% | -23.1% | -22.3% |
| 3Y | +384.0% | +19.6% | +364.4% | +367.2% |
| All | +769.3% | -2.3% | +771.7% | +715.1% |
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