+249.8%
SWK vs VT
+374.2%
-124.4%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +0.9% | +0.9% |
| 7D | -0.4% | +0.4% | -0.9% | -1.0% |
| 30D | -5.7% | +1.0% | -6.7% | -6.8% |
| 3M | +24.1% | +2.4% | +21.7% | +21.0% |
| 6M | +24.7% | +12.0% | +12.7% | +9.7% |
| YTD | +33.9% | +15.3% | +18.6% | +13.8% |
| 1Y | +34.7% | +22.6% | +12.1% | +6.9% |
| 3Y | +15.3% | +74.7% | -59.4% | -38.0% |
| 5Y | -39.3% | +66.1% | -105.4% | -65.0% |
| 10Y | +2.5% | +225.0% | -222.5% | -69.7% |
| All | +249.8% | +374.2% | -124.4% | -27.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling