+63.4%
VSH vs SWK
+87.6%
-24.3%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +13.1% | -18.2% | -10.6% |
| 7D | -13.6% | +17.9% | -31.5% | -20.7% |
| 30D | -30.4% | +31.9% | -62.3% | -40.4% |
| 3M | -33.3% | +16.6% | -49.8% | -38.6% |
| 6M | -15.1% | +61.1% | -76.2% | -34.4% |
| YTD | +80.2% | +64.2% | +16.0% | +28.4% |
| 1Y | +63.4% | +85.2% | -21.8% | +5.8% |
| All | +63.4% | +87.6% | -24.3% | +5.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling