+59.1%
VNQ vs SWK
+0.7%
+58.4%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.8% | +2.7% | +0.8% |
| 7D | -0.4% | +0.1% | -0.5% | -0.5% |
| 30D | -2.5% | -8.9% | +6.4% | +0.3% |
| 3M | +1.4% | +20.5% | -19.1% | -5.2% |
| 6M | +4.6% | +27.1% | -22.5% | -4.6% |
| YTD | +10.5% | +30.2% | -19.6% | -0.3% |
| 1Y | +8.4% | +24.8% | -16.4% | -1.4% |
| 3Y | +32.4% | +16.3% | +16.1% | +18.6% |
| 5Y | +5.5% | -40.1% | +45.6% | +15.7% |
| 10Y | +59.1% | +0.8% | +58.3% | +34.8% |
| All | +59.1% | +0.7% | +58.4% | +34.8% |
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 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