+85.4%
VTR vs SWK
+3.3%
+82.1%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.9% | -2.9% | -2.3% |
| 7D | -1.7% | -0.4% | -1.2% | -1.6% |
| 30D | -2.4% | -5.7% | +3.3% | -0.5% |
| 3M | +14.8% | +24.1% | -9.3% | +5.2% |
| 6M | +5.3% | +24.7% | -19.4% | -4.5% |
| YTD | +18.1% | +33.9% | -15.8% | +3.6% |
| 1Y | +36.7% | +34.7% | +2.0% | +18.5% |
| 3Y | +130.1% | +15.3% | +114.8% | +99.0% |
| 5Y | +89.5% | -39.3% | +128.8% | +115.0% |
| All | +85.4% | +3.3% | +82.1% | +59.0% |
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