+119.0%
VSH vs SWK
+22.7%
+96.2%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.4% | +2.8% | +2.3% |
| 7D | -1.6% | +11.3% | -12.9% | -8.5% |
| 30D | -21.3% | +31.5% | -52.8% | -34.5% |
| 3M | -18.9% | +14.4% | -33.3% | -26.4% |
| 6M | -21.4% | +46.4% | -67.9% | -39.0% |
| YTD | +86.8% | +61.6% | +25.3% | +34.8% |
| 1Y | +85.8% | +78.7% | +7.0% | +25.9% |
| 3Y | +30.1% | +54.4% | -24.3% | -5.1% |
| 5Y | +42.8% | -25.3% | +68.1% | +52.6% |
| All | +119.0% | +22.7% | +96.2% | +67.2% |
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