+229.2%
VTV vs SW
+147.8%
+81.5%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.3% | -1.5% | -0.4% |
| 7D | +0.5% | -5.1% | +5.6% | +1.0% |
| 30D | +1.1% | -4.6% | +5.7% | +1.5% |
| 3M | +5.9% | +9.4% | -3.5% | +4.8% |
| 6M | +11.6% | +3.5% | +8.1% | +10.8% |
| YTD | +19.8% | +22.0% | -2.2% | +17.1% |
| 1Y | +26.2% | +2.2% | +24.0% | +25.0% |
| 3Y | +68.5% | +19.6% | +48.9% | +63.3% |
| 5Y | +79.9% | -2.3% | +82.2% | +73.8% |
| All | +229.2% | +147.8% | +81.5% | +186.1% |
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 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