+37.8%
SWKS vs VXUS
+144.2%
-106.4%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VXUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.5% | +0.8% |
| 7D | -3.1% | +0.5% | -3.6% | -4.2% |
| 30D | +8.3% | -2.5% | +10.9% | +11.9% |
| 3M | +20.2% | -4.6% | +24.9% | +27.8% |
| 6M | +24.9% | -2.6% | +27.6% | +29.7% |
| YTD | +33.2% | +10.4% | +22.8% | +13.6% |
| 1Y | +23.6% | +12.9% | +10.7% | +2.2% |
| 3Y | +1.3% | +68.4% | -67.1% | -52.1% |
| 5Y | -40.6% | +47.7% | -88.3% | -65.5% |
| All | +37.8% | +144.2% | -106.4% | -55.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VXUS.
Daily Out/Under-Performance
Portfolio return minus VXUS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VXUS 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 VXUS 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