+111.1%
VSH vs SWK
+18.1%
+93.0%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +0.2% | -4.4% | -4.3% |
| 7D | +14.3% | -1.4% | +15.7% | +15.5% |
| 30D | -7.9% | +25.5% | -33.3% | -21.1% |
| 3M | -19.9% | +11.8% | -31.6% | -26.3% |
| 6M | -30.5% | +48.7% | -79.2% | -46.5% |
| YTD | +85.7% | +57.2% | +28.5% | +36.1% |
| 1Y | +98.9% | +75.3% | +23.7% | +36.3% |
| 3Y | +32.1% | +51.9% | -19.9% | -2.8% |
| 5Y | +39.7% | -30.7% | +70.4% | +56.7% |
| All | +111.1% | +18.1% | +93.0% | +58.5% |
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