+173.7%
VEA vs SWK
+168.2%
+5.5%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.5% | +0.1% |
| 7D | +1.0% | -0.4% | +1.4% | +1.1% |
| 30D | +1.9% | -5.7% | +7.7% | +4.3% |
| 3M | +3.2% | +24.1% | -20.9% | -6.0% |
| 6M | +10.2% | +24.7% | -14.5% | -0.4% |
| YTD | +18.9% | +33.9% | -15.0% | +3.7% |
| 1Y | +29.3% | +34.7% | -5.3% | +11.6% |
| 3Y | +76.8% | +15.3% | +61.5% | +53.6% |
| 5Y | +61.2% | -39.3% | +100.5% | +77.9% |
| 10Y | +163.3% | +2.5% | +160.8% | +97.7% |
| All | +173.7% | +168.2% | +5.5% | -3.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling