+42.3%
SWKS vs VWO
+112.8%
-70.5%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.6% | +2.1% | +2.2% |
| 7D | +6.8% | +0.2% | +6.6% | +6.6% |
| 30D | +11.3% | +0.9% | +10.4% | +10.0% |
| 3M | +4.1% | +4.3% | -0.2% | -0.5% |
| 6M | +39.7% | +10.5% | +29.1% | +23.8% |
| YTD | +23.2% | +13.4% | +9.9% | +5.6% |
| 1Y | +5.3% | +18.6% | -13.3% | -14.3% |
| 3Y | -15.1% | +65.8% | -80.9% | -53.6% |
| 5Y | -50.3% | +35.2% | -85.5% | -65.2% |
| 10Y | +42.3% | +116.6% | -74.3% | -37.6% |
| All | +42.3% | +112.8% | -70.5% | -37.6% |
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