+25.9%
SWKS vs VSH
+169.0%
-143.2%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +4.4% | -0.9% | +1.0% |
| 7D | +12.5% | +4.1% | +8.5% | +10.0% |
| 30D | +10.5% | -4.2% | +14.7% | +12.3% |
| 3M | -7.4% | -50.0% | +42.6% | +31.0% |
| 6M | +32.7% | +80.2% | -47.5% | -16.3% |
| YTD | +19.2% | +121.1% | -101.9% | -35.3% |
| 1Y | +2.4% | +112.0% | -109.6% | -43.6% |
| 3Y | -25.6% | +22.5% | -48.1% | -44.8% |
| 5Y | -53.4% | +64.0% | -117.5% | -72.0% |
| All | +25.9% | +169.0% | -143.2% | -51.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VSH.
Daily Out/Under-Performance
Portfolio return minus VSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSH 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 VSH 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