+49.9%
VG vs SWK
+82.9%
-33.1%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.6% | -1.4% | -5.5% |
| 7D | -22.0% | +11.3% | -33.3% | -15.9% |
| 30D | -14.7% | +28.1% | -42.8% | -0.1% |
| 3M | -7.1% | +12.6% | -19.7% | +1.6% |
| 6M | -11.2% | +51.7% | -62.9% | +16.1% |
| YTD | +69.8% | +60.0% | +9.9% | +131.5% |
| 1Y | +49.9% | +72.7% | -22.8% | +104.6% |
| All | +49.9% | +82.9% | -33.1% | +104.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling