+54.0%
VEA vs SWK
-30.7%
+84.6%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | 0.0% |
| 7D | +2.3% | -1.4% | +3.6% | +2.6% |
| 30D | +0.2% | +25.5% | -25.2% | -5.4% |
| 3M | -5.3% | +11.8% | -17.1% | -8.2% |
| 6M | -0.9% | +48.7% | -49.6% | -10.6% |
| YTD | +12.2% | +57.2% | -45.0% | -0.7% |
| 1Y | +16.1% | +75.3% | -59.2% | 0.0% |
| 3Y | +73.0% | +51.9% | +21.0% | +49.2% |
| All | +54.0% | -30.7% | +84.6% | +56.3% |
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 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