+619.5%
VRT vs SWK
+15.2%
+604.3%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.9% | +3.5% | +4.0% |
| 7D | +9.1% | -0.4% | +9.6% | +9.3% |
| 30D | +0.9% | -5.7% | +6.7% | +3.2% |
| 3M | -13.4% | +24.1% | -37.4% | -20.2% |
| 6M | +11.7% | +24.7% | -13.0% | +2.2% |
| YTD | +73.2% | +33.9% | +39.3% | +53.4% |
| 1Y | +123.4% | +34.7% | +88.7% | +96.3% |
| All | +619.5% | +15.2% | +604.3% | +492.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling