+59.8%
VTI vs SWK
-25.5%
+85.3%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.5% |
| 7D | -2.6% | +11.0% | -13.6% | -5.5% |
| 30D | -5.0% | +30.1% | -35.1% | -11.8% |
| 3M | -4.3% | +14.7% | -18.9% | -8.1% |
| 6M | +0.6% | +44.5% | -43.9% | -9.8% |
| YTD | +8.9% | +59.4% | -50.5% | -5.7% |
| 1Y | +11.1% | +77.5% | -66.4% | -6.9% |
| 3Y | +74.5% | +49.5% | +25.0% | +47.0% |
| All | +59.8% | -25.5% | +85.3% | +60.7% |
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