+29.2%
SWK vs VT
+214.8%
-185.6%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -4.1% | +1.5% | +3.4% |
| 7D | +11.3% | -4.2% | +15.4% | +18.5% |
| 30D | +28.1% | -5.8% | +33.9% | +39.7% |
| 3M | +12.6% | -5.2% | +17.8% | +21.7% |
| 6M | +51.7% | +0.1% | +51.6% | +51.7% |
| YTD | +60.0% | +8.2% | +51.7% | +42.9% |
| 1Y | +72.7% | +10.1% | +62.6% | +50.6% |
| 3Y | +46.3% | +69.7% | -23.4% | -30.2% |
| 5Y | -24.6% | +53.4% | -78.0% | -57.9% |
| All | +29.2% | +214.8% | -185.6% | -69.5% |
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