+124.3%
VTR vs SWK
+32.9%
+91.4%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.8% | -2.0% | -0.2% |
| 7D | +3.2% | +10.7% | -7.5% | -0.7% |
| 30D | +9.1% | +33.3% | -24.3% | -1.7% |
| 3M | -3.6% | +14.7% | -18.2% | -8.6% |
| 6M | +3.8% | +48.5% | -44.7% | -11.2% |
| YTD | +17.8% | +63.9% | -46.1% | -4.2% |
| 1Y | +20.5% | +80.4% | -59.9% | -5.9% |
| 3Y | +132.4% | +58.1% | +74.3% | +77.1% |
| 5Y | +99.9% | -24.5% | +124.4% | +109.3% |
| 10Y | +124.3% | +29.5% | +94.8% | +88.0% |
| All | +124.3% | +32.9% | +91.4% | +88.0% |
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