+1,144.5%
VUG vs SWK
+459.9%
+684.6%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -2.6% | -2.9% | -4.5% |
| 7D | -7.1% | +11.3% | -18.4% | -11.2% |
| 30D | -12.1% | +28.1% | -40.2% | -20.5% |
| 3M | -8.1% | +12.6% | -20.7% | -12.9% |
| 6M | -3.2% | +51.7% | -54.9% | -18.8% |
| YTD | +0.5% | +60.0% | -59.5% | -18.5% |
| 1Y | -0.7% | +72.7% | -73.4% | -22.1% |
| 3Y | +77.1% | +46.3% | +30.8% | +40.3% |
| 5Y | +56.2% | -24.6% | +80.8% | +56.8% |
| 10Y | +394.1% | +32.2% | +361.8% | +253.5% |
| All | +1,144.5% | +459.9% | +684.6% | +337.6% |
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