+72.9%
VTV vs SW
-2.6%
+75.5%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.6% | -0.3% |
| 7D | -2.2% | +2.3% | -4.5% | -2.4% |
| 30D | +2.2% | +6.8% | -4.6% | +1.6% |
| 3M | +0.3% | -5.2% | +5.5% | +0.7% |
| 6M | +8.3% | +7.4% | +0.8% | +7.2% |
| YTD | +18.5% | +17.4% | +1.1% | +16.2% |
| 1Y | +23.0% | +27.1% | -4.1% | +19.7% |
| 3Y | +72.6% | +47.9% | +24.8% | +66.8% |
| All | +72.9% | -2.6% | +75.5% | +63.6% |
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