+32.4%
SWKS vs VSH
+128.2%
-95.8%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +13.4% | -12.7% | -6.4% |
| 7D | -2.7% | +3.5% | -6.2% | -6.2% |
| 30D | +8.5% | -22.4% | +30.9% | +20.7% |
| 3M | +17.3% | -25.2% | +42.5% | +31.7% |
| 6M | +25.1% | -22.5% | +47.7% | +28.2% |
| YTD | +33.3% | +84.2% | -50.9% | -22.9% |
| 1Y | +22.9% | +87.1% | -64.2% | -29.9% |
| 3Y | +5.5% | +31.7% | -26.1% | -29.3% |
| 5Y | -41.9% | +42.6% | -84.5% | -63.6% |
| 10Y | +32.4% | +116.6% | -84.2% | -41.1% |
| All | +32.4% | +128.2% | -95.8% | -41.1% |
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