+173.1%
VSH vs SWK
+2.4%
+170.7%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.9% | +3.5% | +3.9% |
| 7D | +4.1% | -0.4% | +4.5% | +4.4% |
| 30D | -4.2% | -5.7% | +1.6% | -0.5% |
| 3M | -50.0% | +24.1% | -74.0% | -56.3% |
| 6M | +80.2% | +24.7% | +55.5% | +55.9% |
| YTD | +121.1% | +33.9% | +87.1% | +81.6% |
| 1Y | +112.0% | +34.7% | +77.3% | +73.0% |
| 3Y | +22.5% | +15.3% | +7.3% | +7.7% |
| 5Y | +64.0% | -39.3% | +103.3% | +101.3% |
| All | +173.1% | +2.4% | +170.7% | +138.3% |
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