+231.8%
VTV vs SW
+182.3%
+49.5%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.7% | +1.8% | +1.1% |
| 7D | -0.4% | -2.6% | +2.2% | -0.2% |
| 30D | +3.9% | +7.2% | -3.3% | +3.2% |
| 3M | +2.6% | -10.5% | +13.0% | +3.5% |
| 6M | +11.5% | +9.9% | +1.6% | +10.2% |
| YTD | +22.3% | +17.2% | +5.0% | +19.8% |
| 1Y | +24.5% | +26.5% | -2.0% | +21.2% |
| 3Y | +78.8% | +47.7% | +31.1% | +70.8% |
| 5Y | +78.6% | +0.2% | +78.4% | +72.2% |
| 10Y | +231.8% | +182.3% | +49.5% | +189.7% |
| All | +231.8% | +182.3% | +49.5% | +189.7% |
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