+2,723.0%
VRT vs SWK
-14.5%
+2,737.6%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.9% | +3.5% | +3.9% |
| 7D | +9.1% | -0.4% | +9.6% | +9.3% |
| 30D | +0.9% | -5.7% | +6.7% | +3.7% |
| 3M | -13.4% | +24.1% | -37.4% | -21.9% |
| 6M | +11.7% | +24.7% | -13.0% | +0.2% |
| YTD | +73.2% | +33.9% | +39.3% | +49.0% |
| 1Y | +123.4% | +34.7% | +88.7% | +89.8% |
| 3Y | +606.2% | +15.3% | +590.9% | +509.8% |
| 5Y | +899.9% | -39.3% | +939.2% | +1,029.3% |
| All | +2,723.0% | -14.5% | +2,737.6% | +2,287.7% |
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