-40.1%
SWK vs VTEB
+2.3%
-42.4%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | 0.0% | -2.8% | -2.8% |
| 7D | +0.1% | -0.2% | +0.3% | +0.6% |
| 30D | -8.9% | -1.6% | -7.3% | -5.6% |
| 3M | +20.5% | -2.0% | +22.5% | +26.2% |
| 6M | +27.1% | -1.7% | +28.8% | +32.5% |
| YTD | +30.2% | -0.6% | +30.8% | +33.1% |
| 1Y | +24.8% | +1.8% | +22.9% | +21.8% |
| 3Y | +16.3% | +9.6% | +6.7% | +1.0% |
| 5Y | -40.1% | +2.1% | -42.2% | -47.9% |
| All | -40.1% | +2.3% | -42.4% | -47.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VTEB.
Daily Out/Under-Performance
Portfolio return minus VTEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTEB 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 5y: compounded portfolio wealth divided by compounded VTEB 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…
5y analysis · Full analysis span regression · 6 months rolling