+279.1%
SWK vs VT
+356.1%
-77.0%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | 0.0% | -2.0% | -2.0% |
| 7D | +5.3% | -1.6% | +6.9% | +7.3% |
| 30D | +14.5% | -2.5% | +17.0% | +17.8% |
| 3M | +7.6% | -1.3% | +8.9% | +9.2% |
| 6M | +35.8% | +3.1% | +32.7% | +31.4% |
| YTD | +45.2% | +10.9% | +34.2% | +29.0% |
| 1Y | +64.4% | +12.1% | +52.4% | +44.6% |
| 3Y | +32.8% | +73.9% | -41.1% | -28.3% |
| 5Y | -32.9% | +58.0% | -90.9% | -59.0% |
| 10Y | +20.6% | +225.5% | -204.9% | -64.3% |
| All | +279.1% | +356.1% | -77.0% | -17.7% |
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