-25.3%
SWK vs VO
+32.6%
-57.9%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.2% | -0.2% |
| 7D | +11.0% | -2.6% | +13.6% | +15.2% |
| 30D | +30.1% | -0.9% | +31.0% | +31.9% |
| 3M | +14.7% | -3.0% | +17.7% | +19.8% |
| 6M | +44.5% | +2.2% | +42.3% | +41.0% |
| YTD | +59.4% | +10.6% | +48.8% | +40.4% |
| 1Y | +77.5% | +12.5% | +65.0% | +53.1% |
| 3Y | +49.5% | +61.4% | -11.9% | -15.2% |
| All | -25.3% | +32.6% | -57.9% | -47.7% |
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