+18.6%
VSH vs SWK
-25.4%
+44.1%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.8% | -2.6% | -12.2% | -13.3% |
| 7D | -25.2% | +11.3% | -36.4% | -30.3% |
| 30D | -41.8% | +28.1% | -69.9% | -50.3% |
| 3M | -33.4% | +12.6% | -46.0% | -38.6% |
| 6M | -31.0% | +51.7% | -82.8% | -46.7% |
| YTD | +53.6% | +60.0% | -6.4% | +13.4% |
| 1Y | +46.3% | +72.7% | -26.4% | +3.3% |
| 3Y | -1.0% | +46.3% | -47.3% | -25.5% |
| 5Y | +18.6% | -24.6% | +43.3% | +10.8% |
| All | +18.6% | -25.4% | +44.1% | +10.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling