+152.6%
VEA vs SWK
+219.1%
-66.5%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | -0.1% | -0.3% |
| 7D | -2.2% | +11.0% | -13.2% | -6.6% |
| 30D | -3.4% | +30.1% | -33.4% | -13.6% |
| 3M | -5.6% | +14.7% | -20.3% | -11.3% |
| 6M | -3.4% | +44.5% | -47.9% | -17.9% |
| YTD | +9.7% | +59.4% | -49.7% | -11.3% |
| 1Y | +15.4% | +77.5% | -62.2% | -11.1% |
| 3Y | +68.5% | +49.5% | +19.1% | +31.0% |
| 5Y | +49.6% | -24.9% | +74.5% | +50.6% |
| 10Y | +154.3% | +31.8% | +122.6% | +69.5% |
| All | +152.6% | +219.1% | -66.5% | -17.7% |
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 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