+361.1%
SWK vs VO
+827.2%
-466.2%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.2% | +1.1% | +1.1% |
| 7D | -0.4% | -0.3% | -0.2% | -0.1% |
| 30D | -5.7% | -0.3% | -5.4% | -5.3% |
| 3M | +24.1% | +2.9% | +21.1% | +20.4% |
| 6M | +24.7% | +9.3% | +15.4% | +13.2% |
| YTD | +33.9% | +14.2% | +19.8% | +15.8% |
| 1Y | +34.7% | +15.3% | +19.4% | +15.8% |
| 3Y | +15.3% | +56.2% | -41.0% | -28.2% |
| 5Y | -39.3% | +42.4% | -81.7% | -57.6% |
| 10Y | +2.5% | +194.7% | -192.3% | -66.1% |
| All | +361.1% | +827.2% | -466.2% | -53.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling