+962.7%
VST vs SW
+190.4%
+772.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.8% | +4.1% | -17.9% | -14.4% |
| 7D | -15.7% | +12.1% | -27.8% | -17.2% |
| 30D | -17.0% | +6.6% | -23.5% | -17.9% |
| 3M | -15.9% | -6.0% | -9.9% | -15.4% |
| 6M | -25.0% | +21.5% | -46.5% | -27.6% |
| YTD | -25.1% | +20.3% | -45.4% | -27.9% |
| 1Y | -34.9% | +28.1% | -63.0% | -37.9% |
| 3Y | +252.7% | +51.6% | +201.1% | +232.1% |
| 5Y | +582.3% | -0.1% | +582.5% | +551.2% |
| 10Y | +1,076.6% | +189.7% | +886.8% | +713.5% |
| All | +962.7% | +190.4% | +772.3% | +617.8% |
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