-24.5%
SWK vs ITOT
+63.5%
-88.0%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +2.5% | +0.4% | -0.4% |
| 7D | +10.7% | +0.2% | +10.5% | +10.4% |
| 30D | +33.3% | -3.0% | +36.4% | +38.6% |
| 3M | +14.7% | -2.7% | +17.4% | +18.6% |
| 6M | +48.5% | +2.6% | +45.9% | +43.8% |
| YTD | +63.9% | +11.5% | +52.4% | +43.0% |
| 1Y | +80.4% | +13.5% | +66.9% | +53.9% |
| 3Y | +58.1% | +79.7% | -21.6% | -21.8% |
| 5Y | -24.5% | +64.2% | -88.7% | -59.4% |
| All | -24.5% | +63.5% | -88.0% | -59.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 5y: compounded portfolio wealth divided by compounded ITOT 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…
5y analysis · Full analysis span regression · 6 months rolling