+440.1%
SWK vs ITOT
+874.9%
-434.8%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +2.5% | +0.4% | -0.3% |
| 7D | +10.7% | +0.2% | +10.5% | +10.4% |
| 30D | +33.3% | -3.0% | +36.4% | +38.4% |
| 3M | +14.7% | -2.7% | +17.4% | +18.5% |
| 6M | +48.5% | +2.6% | +45.9% | +44.0% |
| YTD | +63.9% | +11.5% | +52.4% | +43.8% |
| 1Y | +80.4% | +13.5% | +66.9% | +54.9% |
| 3Y | +58.1% | +79.7% | -21.6% | -21.7% |
| 5Y | -24.5% | +64.2% | -88.7% | -58.0% |
| 10Y | +29.5% | +290.2% | -260.7% | -73.4% |
| All | +440.1% | +874.9% | -434.8% | -60.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling