+81.7%
VTV vs SW
-2.3%
+84.0%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +64.0% |
| All | +81.7% | -2.3% | +84.0% | +74.4% |
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