+738.3%
VTV vs SWK
+449.0%
+289.3%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.2% | +1.8% | +0.4% |
| 7D | +2.3% | -2.0% | +4.3% | +3.1% |
| 30D | +3.8% | +24.6% | -20.8% | -5.1% |
| 3M | +1.7% | +10.8% | -9.1% | -2.9% |
| 6M | +10.9% | +46.1% | -35.2% | -5.7% |
| YTD | +21.7% | +56.8% | -35.1% | -0.6% |
| 1Y | +23.4% | +72.7% | -49.3% | -3.3% |
| 3Y | +78.0% | +49.9% | +28.1% | +39.1% |
| 5Y | +77.4% | -30.9% | +108.3% | +84.2% |
| 10Y | +230.4% | +18.1% | +212.3% | +143.4% |
| All | +738.3% | +449.0% | +289.3% | +171.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling