+13.8%
VRT vs SWK
+87.6%
-73.8%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | +13.1% | -26.0% | -16.4% |
| 7D | -15.4% | +17.9% | -33.3% | -20.4% |
| 30D | -19.0% | +31.9% | -50.9% | -27.7% |
| 3M | -23.8% | +16.6% | -40.4% | -28.1% |
| 6M | -37.9% | +61.1% | -99.0% | -49.0% |
| YTD | +27.0% | +64.2% | -37.2% | -3.6% |
| 1Y | +13.8% | +85.2% | -71.4% | -17.1% |
| All | +13.8% | +87.6% | -73.8% | -17.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling