+110.1%
V vs SWK
-26.0%
+136.1%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.3% | +0.7% |
| 7D | -2.3% | -2.3% | -0.1% | -1.9% |
| 30D | +9.5% | +30.4% | -20.9% | +3.8% |
| 3M | +17.5% | +12.1% | +5.4% | +14.6% |
| 6M | +32.2% | +49.1% | -16.9% | +21.3% |
| YTD | +22.3% | +60.4% | -38.2% | +9.6% |
| 1Y | +26.8% | +78.3% | -51.5% | +10.8% |
| 3Y | +77.5% | +53.3% | +24.2% | +53.8% |
| 5Y | +110.1% | -27.0% | +137.0% | +134.7% |
| All | +110.1% | -26.0% | +136.1% | +134.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling