+449.7%
V vs SWK
+29.6%
+420.1%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.1% |
| 7D | +2.2% | +11.0% | -8.8% | -1.3% |
| 30D | +13.6% | +30.1% | -16.5% | +4.3% |
| 3M | +14.3% | +14.7% | -0.4% | +9.0% |
| 6M | +33.1% | +44.5% | -11.4% | +16.9% |
| YTD | +21.2% | +59.4% | -38.1% | +1.7% |
| 1Y | +26.4% | +77.5% | -51.1% | +2.0% |
| 3Y | +77.6% | +49.5% | +28.1% | +43.5% |
| 5Y | +102.6% | -24.9% | +127.5% | +110.6% |
| All | +449.7% | +29.6% | +420.1% | +299.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SWK.
Daily Out/Under-Performance
Portfolio return minus SWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWK 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 SWK 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