+73.0%
VEA vs SWK
+54.4%
+18.6%
-13.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.4% | +0.6% | -0.4% |
| 7D | 0.0% | +11.3% | -11.3% | -2.5% |
| 30D | -1.4% | +31.5% | -32.9% | -7.6% |
| 3M | -4.1% | +14.4% | -18.5% | -7.3% |
| 6M | -1.3% | +46.4% | -47.7% | -10.1% |
| YTD | +12.1% | +61.6% | -49.5% | -0.6% |
| 1Y | +16.1% | +78.7% | -62.7% | +0.6% |
| 3Y | +73.0% | +54.4% | +18.6% | +48.7% |
| All | +73.0% | +54.4% | +18.6% | +48.7% |
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 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