+160.3%
VEA vs SWKS
+30.1%
+130.1%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.8% | -2.3% | -0.9% |
| 7D | +1.9% | +11.8% | -10.0% | -1.0% |
| 30D | +0.8% | +6.7% | -6.0% | -1.0% |
| 3M | +5.7% | 0.0% | +5.7% | +5.0% |
| 6M | +13.3% | +38.7% | -25.4% | +2.4% |
| YTD | +18.4% | +21.4% | -3.0% | +10.2% |
| 1Y | +27.0% | +2.9% | +24.1% | +22.8% |
| 3Y | +79.3% | -16.4% | +95.7% | +75.1% |
| 5Y | +62.1% | -51.2% | +113.3% | +79.0% |
| 10Y | +160.3% | +31.0% | +129.2% | +108.9% |
| All | +160.3% | +30.1% | +130.1% | +108.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SWKS.
Daily Out/Under-Performance
Portfolio return minus SWKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWKS 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 SWKS 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