+64.6%
VTI vs SWK
-30.7%
+95.2%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.6% | -0.5% |
| 7D | +2.5% | -1.4% | +3.9% | +2.9% |
| 30D | -1.5% | +25.5% | -27.0% | -7.6% |
| 3M | -3.2% | +11.8% | -15.0% | -6.4% |
| 6M | +2.3% | +48.7% | -46.4% | -8.9% |
| YTD | +11.6% | +57.2% | -45.5% | -3.0% |
| 1Y | +13.8% | +75.3% | -61.5% | -4.4% |
| 3Y | +77.4% | +51.9% | +25.5% | +48.5% |
| All | +64.6% | -30.7% | +95.2% | +69.9% |
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 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