+62.5%
VSH vs SWK
+71.2%
-8.6%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.4% | +6.1% | +5.9% |
| 7D | -12.9% | +11.0% | -24.0% | -17.6% |
| 30D | -36.9% | +30.1% | -66.9% | -45.9% |
| 3M | -28.8% | +14.7% | -43.4% | -34.0% |
| 6M | -30.3% | +44.5% | -74.8% | -43.6% |
| YTD | +62.4% | +59.4% | +3.0% | +14.7% |
| 1Y | +62.5% | +77.5% | -15.0% | +2.9% |
| All | +62.5% | +71.2% | -8.6% | +2.9% |
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