-43.6%
SWKS vs VSH
+24.4%
-68.0%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +5.7% | -4.5% | -1.6% |
| 7D | -6.2% | -12.9% | +6.8% | -0.5% |
| 30D | -1.5% | -36.9% | +35.4% | +21.1% |
| 3M | +23.0% | -28.8% | +51.7% | +40.7% |
| 6M | +27.6% | -30.3% | +57.9% | +37.7% |
| YTD | +32.3% | +62.4% | -30.1% | -17.1% |
| 1Y | +20.1% | +62.5% | -42.4% | -25.1% |
| 3Y | +0.6% | +7.4% | -6.7% | -22.2% |
| All | -43.6% | +24.4% | -68.0% | -63.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling