+1,481.1%
VTR vs SWK
+440.0%
+1,041.0%
-86.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -0.4% |
| 3M | +14.8% | +24.1% | -9.3% | +4.5% |
| 6M | +5.3% | +24.7% | -19.4% | -5.2% |
| YTD | +18.1% | +33.9% | -15.8% | +2.7% |
| 1Y | +36.7% | +34.7% | +2.0% | +17.4% |
| 3Y | +130.1% | +15.3% | +114.8% | +96.8% |
| 5Y | +89.5% | -39.3% | +128.8% | +103.5% |
| 10Y | +87.4% | +2.5% | +84.9% | +54.6% |
| All | +1,481.1% | +440.0% | +1,041.0% | +593.9% |
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 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