+359.2%
VT vs SWK
+275.8%
+83.5%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.0% | +2.0% | +0.8% |
| 7D | -1.6% | +5.3% | -6.9% | -3.7% |
| 30D | -2.5% | +14.5% | -17.0% | -7.9% |
| 3M | -1.3% | +7.6% | -8.9% | -4.6% |
| 6M | +3.1% | +35.8% | -32.7% | -10.1% |
| YTD | +10.9% | +45.2% | -34.2% | -6.9% |
| 1Y | +12.1% | +64.4% | -52.4% | -11.0% |
| 3Y | +73.9% | +32.8% | +41.1% | +42.1% |
| 5Y | +58.0% | -32.9% | +90.9% | +67.3% |
| 10Y | +225.5% | +20.6% | +204.9% | +128.9% |
| All | +359.2% | +275.8% | +83.5% | +43.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling