+35.3%
SWKS vs VWO
+102.8%
-67.5%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.1% | +0.1% |
| 7D | -3.1% | +2.1% | -5.2% | -5.7% |
| 30D | +8.3% | -5.5% | +13.8% | +15.3% |
| 3M | +20.2% | -6.2% | +26.4% | +28.7% |
| 6M | +24.9% | -6.4% | +31.3% | +35.0% |
| YTD | +33.2% | +5.4% | +27.7% | +23.4% |
| 1Y | +23.6% | +4.5% | +19.0% | +15.7% |
| 3Y | +1.3% | +56.1% | -54.8% | -41.2% |
| 5Y | -40.6% | +28.1% | -68.7% | -56.0% |
| 10Y | +35.3% | +107.3% | -72.1% | -38.3% |
| All | +35.3% | +102.8% | -67.5% | -38.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VWO.
Daily Out/Under-Performance
Portfolio return minus VWO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VWO 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 VWO 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