+37.6%
SWK vs VTEB
+26.7%
+10.9%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +0.9% | +0.8% |
| 7D | -0.4% | -0.8% | +0.3% | +0.6% |
| 30D | -5.7% | -1.3% | -4.4% | -4.0% |
| 3M | +24.1% | -2.1% | +26.2% | +27.8% |
| 6M | +24.7% | -1.7% | +26.4% | +27.9% |
| YTD | +33.9% | -0.6% | +34.5% | +35.6% |
| 1Y | +34.7% | +3.1% | +31.6% | +30.6% |
| 3Y | +15.3% | +9.2% | +6.0% | +5.4% |
| 5Y | -39.3% | +2.2% | -41.4% | -41.0% |
| 10Y | +2.5% | +18.8% | -16.3% | +12.2% |
| All | +37.6% | +26.7% | +10.9% | +86.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling