+240.6%
SWK vs VEU
+168.0%
+72.6%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -3.7% | +1.1% | +1.2% |
| 7D | +11.3% | -3.4% | +14.7% | +15.5% |
| 30D | +28.1% | -5.6% | +33.7% | +36.1% |
| 3M | +12.6% | -6.2% | +18.8% | +20.4% |
| 6M | +51.7% | -2.0% | +53.7% | +55.2% |
| YTD | +60.0% | +8.5% | +51.5% | +47.6% |
| 1Y | +72.7% | +12.1% | +60.6% | +54.2% |
| 3Y | +46.3% | +64.7% | -18.4% | -10.1% |
| 5Y | -24.6% | +45.3% | -69.9% | -46.9% |
| 10Y | +32.2% | +142.3% | -110.0% | -39.5% |
| All | +240.6% | +168.0% | +72.6% | +34.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VEU.
Daily Out/Under-Performance
Portfolio return minus VEU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEU 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 VEU 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