+226.3%
VTV vs SWK
+0.7%
+225.7%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.8% | +2.0% | +0.1% |
| 7D | +0.3% | +0.1% | +0.2% | +0.2% |
| 30D | +0.1% | -8.9% | +9.1% | +3.0% |
| 3M | +6.2% | +20.5% | -14.3% | -0.4% |
| 6M | +13.5% | +27.1% | -13.6% | +4.0% |
| YTD | +18.9% | +30.2% | -11.3% | +7.7% |
| 1Y | +25.8% | +24.8% | +1.0% | +14.9% |
| 3Y | +68.7% | +16.3% | +52.4% | +51.0% |
| 5Y | +80.3% | -40.1% | +120.4% | +99.9% |
| 10Y | +226.3% | +0.8% | +225.6% | +176.0% |
| All | +226.3% | +0.7% | +225.7% | +176.0% |
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