+227.8%
VTV vs SW
+184.4%
+43.4%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.3% | +0.1% |
| 7D | 0.0% | +2.2% | -2.1% | -0.1% |
| 30D | +3.2% | +7.4% | -4.2% | +2.5% |
| 3M | +1.7% | -5.9% | +7.6% | +2.1% |
| 6M | +11.0% | +9.0% | +2.1% | +9.8% |
| YTD | +21.0% | +18.1% | +2.9% | +18.5% |
| 1Y | +24.3% | +28.7% | -4.4% | +20.7% |
| 3Y | +76.9% | +48.8% | +28.2% | +69.0% |
| 5Y | +76.9% | +2.5% | +74.5% | +70.2% |
| 10Y | +227.8% | +184.4% | +43.4% | +185.9% |
| All | +227.8% | +184.4% | +43.4% | +185.9% |
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