+23.6%
VRT vs SWKS
+33.8%
-10.2%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.1% | -3.5% | -3.6% |
| 7D | +10.5% | +9.4% | +1.1% | +7.1% |
| 30D | -9.3% | +17.0% | -26.3% | -13.4% |
| 3M | -29.6% | +28.9% | -58.5% | -35.9% |
| 6M | -45.4% | +33.1% | -78.5% | -50.6% |
| YTD | +24.8% | +44.8% | -20.0% | +7.4% |
| 1Y | +23.6% | +36.2% | -12.6% | +11.7% |
| All | +23.6% | +33.8% | -10.2% | +11.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SWKS.
Daily Out/Under-Performance
Portfolio return minus SWKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWKS 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 SWKS 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