-36.7%
SWK vs VO
+42.6%
-79.3%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.2% | +1.1% | +1.2% |
| 7D | -0.4% | -0.3% | -0.2% | -0.1% |
| 30D | -5.7% | -0.3% | -5.4% | -5.2% |
| 3M | +24.1% | +2.9% | +21.1% | +19.7% |
| 6M | +24.7% | +9.3% | +15.4% | +11.1% |
| YTD | +33.9% | +14.2% | +19.8% | +12.8% |
| 1Y | +34.7% | +15.3% | +19.4% | +12.6% |
| 3Y | +15.3% | +56.2% | -41.0% | -32.3% |
| All | -36.7% | +42.6% | -79.3% | -59.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling