+158.0%
VEA vs SWK
+32.9%
+125.2%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.8% | +0.1% | +2.1% |
| 7D | +0.4% | +10.7% | -10.3% | -2.8% |
| 30D | -0.7% | +33.3% | -34.0% | -9.1% |
| 3M | -3.9% | +14.7% | -18.5% | -8.1% |
| 6M | -0.6% | +48.5% | -49.1% | -12.3% |
| YTD | +12.9% | +63.9% | -51.0% | -4.0% |
| 1Y | +18.4% | +80.4% | -62.0% | -2.4% |
| 3Y | +75.3% | +58.1% | +17.1% | +44.2% |
| 5Y | +54.3% | -24.5% | +78.8% | +57.3% |
| 10Y | +158.0% | +29.5% | +128.6% | +109.3% |
| All | +158.0% | +32.9% | +125.2% | +109.3% |
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