+1,250.4%
VUG vs SWK
+368.9%
+881.6%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.9% | -1.4% | -0.8% |
| 7D | -0.1% | -0.4% | +0.3% | 0.0% |
| 30D | -0.3% | -5.7% | +5.4% | +1.9% |
| 3M | -0.7% | +24.1% | -24.8% | -9.2% |
| 6M | +14.6% | +24.7% | -10.1% | +3.8% |
| YTD | +9.0% | +33.9% | -24.9% | -4.6% |
| 1Y | +14.9% | +34.7% | -19.8% | -0.6% |
| 3Y | +86.0% | +15.3% | +70.8% | +62.4% |
| 5Y | +76.7% | -39.3% | +116.0% | +93.9% |
| 10Y | +411.3% | +2.5% | +408.8% | +307.9% |
| All | +1,250.4% | +368.9% | +881.6% | +411.9% |
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