+1,740.6%
VRT vs SWK
+1.7%
+1,738.9%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.4% | +3.8% | +3.6% |
| 7D | -21.4% | +11.0% | -32.4% | -26.0% |
| 30D | -25.8% | +30.1% | -55.9% | -35.3% |
| 3M | -33.5% | +14.7% | -48.2% | -38.5% |
| 6M | -49.0% | +44.5% | -93.5% | -57.9% |
| YTD | +12.9% | +59.4% | -46.4% | -11.7% |
| 1Y | 0.0% | +77.5% | -77.5% | -25.8% |
| 3Y | +361.8% | +49.5% | +312.3% | +246.9% |
| 5Y | +565.1% | -24.9% | +590.0% | +574.0% |
| All | +1,740.6% | +1.7% | +1,738.9% | +1,315.9% |
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 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