-49.4%
VG vs SWK
+44.0%
-93.4%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.7% | +13.1% | -20.8% | -7.9% |
| 7D | -16.4% | +17.9% | -34.3% | -16.7% |
| 30D | -10.8% | +31.9% | -42.7% | -11.7% |
| 3M | -6.3% | +16.6% | -22.9% | -6.6% |
| 6M | -12.5% | +61.1% | -73.6% | -18.1% |
| YTD | +76.9% | +64.2% | +12.7% | +61.4% |
| 1Y | +51.8% | +85.2% | -33.4% | +29.9% |
| All | -49.4% | +44.0% | -93.4% | -60.2% |
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