+395.3%
VNQ vs SWK
+392.0%
+3.3%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.2% | -0.3% |
| 7D | +1.9% | +11.0% | -9.1% | -3.4% |
| 30D | +7.9% | +30.1% | -22.1% | -5.3% |
| 3M | -1.5% | +14.7% | -16.2% | -8.5% |
| 6M | +0.3% | +44.5% | -44.2% | -17.5% |
| YTD | +11.3% | +59.4% | -48.1% | -14.3% |
| 1Y | +11.8% | +77.5% | -65.7% | -18.7% |
| 3Y | +40.8% | +49.5% | -8.6% | +3.6% |
| 5Y | +5.7% | -24.9% | +30.6% | +5.8% |
| 10Y | +80.9% | +31.8% | +49.1% | +9.2% |
| All | +395.3% | +392.0% | +3.3% | +1.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling