+20.8%
SWK vs VO
+202.1%
-181.3%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.3% | -2.0% | -2.5% |
| 7D | -2.3% | +0.2% | -2.5% | -2.7% |
| 30D | +30.4% | +2.0% | +28.4% | +26.9% |
| 3M | +12.1% | -0.3% | +12.4% | +12.6% |
| 6M | +49.1% | +7.3% | +41.8% | +35.8% |
| YTD | +60.4% | +15.0% | +45.5% | +33.7% |
| 1Y | +78.3% | +14.7% | +63.6% | +49.4% |
| 3Y | +53.3% | +67.3% | -14.0% | -20.3% |
| 5Y | -27.0% | +38.8% | -65.8% | -50.9% |
| 10Y | +20.8% | +201.6% | -180.7% | -67.4% |
| All | +20.8% | +202.1% | -181.3% | -67.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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