+960.3%
VTI vs SWK
+378.8%
+581.5%
-55.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.2% | -0.7% |
| 7D | +0.1% | -0.4% | +0.5% | +0.3% |
| 30D | 0.0% | -5.7% | +5.7% | +2.3% |
| 3M | +2.0% | +24.1% | -22.1% | -7.1% |
| 6M | +13.0% | +24.7% | -11.8% | +1.9% |
| YTD | +13.9% | +33.9% | -20.0% | -0.7% |
| 1Y | +20.0% | +34.7% | -14.7% | +3.5% |
| 3Y | +75.8% | +15.3% | +60.5% | +53.2% |
| 5Y | +73.8% | -39.3% | +113.1% | +90.6% |
| 10Y | +297.5% | +2.5% | +295.0% | +215.4% |
| All | +960.3% | +378.8% | +581.5% | +258.4% |
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 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