+86.0%
VUG vs SWK
+15.2%
+70.8%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.9% | -1.4% | -0.7% |
| 7D | -0.1% | -0.4% | +0.3% | 0.0% |
| 30D | -0.3% | -5.7% | +5.4% | +1.0% |
| 3M | -0.7% | +24.1% | -24.8% | -5.7% |
| 6M | +14.6% | +24.7% | -10.1% | +8.2% |
| YTD | +9.0% | +33.9% | -24.9% | +0.8% |
| 1Y | +14.9% | +34.7% | -19.8% | +5.6% |
| All | +86.0% | +15.2% | +70.8% | +65.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling