+1,917.9%
VRT vs SWK
+4.6%
+1,913.3%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +2.8% | +6.8% | +8.4% |
| 7D | -10.6% | +10.7% | -21.3% | -15.6% |
| 30D | -17.4% | +33.3% | -50.8% | -28.8% |
| 3M | -26.4% | +14.7% | -41.1% | -31.8% |
| 6M | -41.0% | +48.5% | -89.5% | -51.8% |
| YTD | +23.8% | +63.9% | -40.1% | -4.3% |
| 1Y | +11.6% | +80.4% | -68.8% | -17.7% |
| 3Y | +403.5% | +58.1% | +345.4% | +268.4% |
| 5Y | +647.0% | -24.5% | +671.5% | +655.8% |
| All | +1,917.9% | +4.6% | +1,913.3% | +1,434.3% |
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