+693.9%
VGT vs SWK
+29.6%
+664.3%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.4% | +1.7% | +1.5% |
| 7D | -7.2% | +11.0% | -18.3% | -11.1% |
| 30D | -16.1% | +30.1% | -46.2% | -24.3% |
| 3M | -9.2% | +14.7% | -23.8% | -14.3% |
| 6M | -0.7% | +44.5% | -45.2% | -14.5% |
| YTD | +15.6% | +59.4% | -43.8% | -5.2% |
| 1Y | +14.4% | +77.5% | -63.2% | -10.2% |
| 3Y | +105.2% | +49.5% | +55.8% | +63.3% |
| 5Y | +100.0% | -24.9% | +124.9% | +103.8% |
| All | +693.9% | +29.6% | +664.3% | +527.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling