+232.8%
VT vs SWK
+36.2%
+196.6%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +13.1% | -11.4% | -2.4% |
| 7D | -0.3% | +17.9% | -18.2% | -5.6% |
| 30D | -1.4% | +31.9% | -33.4% | -10.0% |
| 3M | -1.4% | +16.6% | -18.0% | -6.5% |
| 6M | +5.5% | +61.1% | -55.7% | -10.3% |
| YTD | +12.8% | +64.2% | -51.4% | -5.4% |
| 1Y | +15.4% | +85.2% | -69.8% | -7.2% |
| 3Y | +76.9% | +50.2% | +26.7% | +45.6% |
| 5Y | +60.4% | -22.8% | +83.2% | +62.3% |
| 10Y | +232.8% | +35.8% | +197.0% | +163.4% |
| All | +232.8% | +36.2% | +196.6% | +163.4% |
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