+3.3%
SWK vs VT
+224.5%
-221.2%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +0.9% | +0.9% |
| 7D | -0.4% | +0.4% | -0.9% | -1.1% |
| 30D | -5.7% | +1.0% | -6.7% | -7.0% |
| 3M | +24.1% | +2.4% | +21.7% | +20.2% |
| 6M | +24.7% | +12.0% | +12.7% | +6.2% |
| YTD | +33.9% | +15.3% | +18.6% | +9.3% |
| 1Y | +34.7% | +22.6% | +12.1% | +0.8% |
| 3Y | +15.3% | +74.7% | -59.4% | -47.0% |
| 5Y | -39.3% | +66.1% | -105.4% | -69.7% |
| All | +3.3% | +224.5% | -221.2% | -78.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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