+6.1%
VNQ vs SWK
-30.7%
+36.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | 0.0% |
| 7D | +0.8% | -1.4% | +2.1% | +1.1% |
| 30D | +6.8% | +25.5% | -18.7% | +0.3% |
| 3M | -1.3% | +11.8% | -13.1% | -4.5% |
| 6M | +2.4% | +48.7% | -46.3% | -8.8% |
| YTD | +12.1% | +57.2% | -45.1% | -2.5% |
| 1Y | +12.0% | +75.3% | -63.3% | -5.8% |
| 3Y | +44.8% | +51.9% | -7.2% | +22.4% |
| All | +6.1% | -30.7% | +36.8% | +9.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling