+27.4%
VSH vs SWK
+15.2%
+12.2%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.9% | +3.5% | +3.8% |
| 7D | +4.1% | -0.4% | +4.5% | +4.4% |
| 30D | -4.2% | -5.7% | +1.6% | 0.0% |
| 3M | -50.0% | +24.1% | -74.0% | -57.2% |
| 6M | +80.2% | +24.7% | +55.5% | +52.2% |
| YTD | +121.1% | +33.9% | +87.1% | +74.7% |
| 1Y | +112.0% | +34.7% | +77.3% | +66.0% |
| All | +27.4% | +15.2% | +12.2% | +4.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling