-51.4%
VG vs SWK
+40.3%
-91.7%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.6% | -1.4% | -4.0% |
| 7D | -22.0% | +11.3% | -33.3% | -22.2% |
| 30D | -14.7% | +28.1% | -42.8% | -15.6% |
| 3M | -7.1% | +12.6% | -19.7% | -7.2% |
| 6M | -11.2% | +51.7% | -62.9% | -16.0% |
| YTD | +69.8% | +60.0% | +9.9% | +55.0% |
| 1Y | +49.9% | +72.7% | -22.8% | +31.3% |
| All | -51.4% | +40.3% | -91.7% | -61.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling