+77.6%
V vs SWK
+46.5%
+31.1%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.6% | -0.6% | -2.8% |
| 7D | +2.9% | +11.3% | -8.3% | +1.4% |
| 30D | +14.0% | +28.1% | -14.1% | +10.2% |
| 3M | +14.9% | +12.6% | +2.3% | +12.9% |
| 6M | +31.7% | +51.7% | -20.0% | +24.0% |
| YTD | +21.2% | +60.0% | -38.7% | +12.5% |
| 1Y | +25.3% | +72.7% | -47.4% | +14.7% |
| All | +77.6% | +46.5% | +31.1% | +60.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling