+507.4%
VTV vs SW
+730.4%
-222.9%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.5% | -1.6% | -3.0% |
| 7D | -2.2% | +4.7% | -6.8% | -2.4% |
| 30D | +2.2% | +5.0% | -2.8% | +2.0% |
| 3M | +0.4% | -7.3% | +7.7% | +0.7% |
| 6M | +9.4% | +15.0% | -5.5% | +8.5% |
| YTD | +19.0% | +18.5% | +0.5% | +17.6% |
| 1Y | +23.3% | +27.1% | -3.8% | +21.5% |
| 3Y | +72.8% | +49.3% | +23.5% | +68.7% |
| 5Y | +73.9% | -1.6% | +75.6% | +70.6% |
| 10Y | +239.5% | +185.4% | +54.1% | +220.4% |
| All | +507.4% | +730.4% | -222.9% | +478.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling