+57.3%
VUG vs SWK
-25.5%
+82.8%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.3% | +1.0% |
| 7D | -3.4% | +11.0% | -14.4% | -6.4% |
| 30D | -11.1% | +30.1% | -41.1% | -17.8% |
| 3M | -7.2% | +14.7% | -21.9% | -11.2% |
| 6M | -4.1% | +44.5% | -48.6% | -14.6% |
| YTD | +1.4% | +59.4% | -58.0% | -13.1% |
| 1Y | +1.9% | +77.5% | -75.6% | -15.7% |
| 3Y | +77.7% | +49.5% | +28.3% | +47.0% |
| All | +57.3% | -25.5% | +82.8% | +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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling