+228.1%
VTV vs SWK
+17.8%
+210.3%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.2% | +1.8% | +0.3% |
| 7D | +2.3% | -2.0% | +4.3% | +2.9% |
| 30D | +3.8% | +24.6% | -20.8% | -3.4% |
| 3M | +1.7% | +10.8% | -9.1% | -2.0% |
| 6M | +10.9% | +46.1% | -35.2% | -2.5% |
| YTD | +21.7% | +56.8% | -35.1% | +3.7% |
| 1Y | +23.4% | +72.7% | -49.3% | +1.6% |
| 3Y | +78.0% | +49.9% | +28.1% | +46.6% |
| 5Y | +77.4% | -30.9% | +108.3% | +88.5% |
| All | +228.1% | +17.8% | +210.3% | +163.3% |
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