+231.0%
VTV vs SWK
+29.6%
+201.4%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.3% |
| 7D | -2.2% | +11.0% | -13.2% | -5.6% |
| 30D | +2.2% | +30.1% | -27.9% | -6.1% |
| 3M | +0.3% | +14.7% | -14.4% | -4.3% |
| 6M | +8.3% | +44.5% | -36.2% | -4.5% |
| YTD | +18.5% | +59.4% | -40.8% | +0.5% |
| 1Y | +23.0% | +77.5% | -54.5% | +0.5% |
| 3Y | +72.6% | +49.5% | +23.2% | +42.5% |
| 5Y | +73.3% | -24.9% | +98.2% | +78.1% |
| All | +231.0% | +29.6% | +201.4% | +164.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SWK.
Daily Out/Under-Performance
Portfolio return minus SWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWK 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 SWK 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