+115.0%
VWO vs SWK
+20.6%
+94.4%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.7% | +2.0% | +1.5% |
| 7D | +1.7% | -2.3% | +4.0% | +2.3% |
| 30D | -4.2% | +30.4% | -34.6% | -11.3% |
| 3M | -4.6% | +12.1% | -16.8% | -8.0% |
| 6M | -5.0% | +49.1% | -54.0% | -15.7% |
| YTD | +6.8% | +60.4% | -53.7% | -7.9% |
| 1Y | +5.8% | +78.3% | -72.5% | -11.6% |
| 3Y | +58.1% | +53.3% | +4.8% | +32.4% |
| 5Y | +27.6% | -27.0% | +54.5% | +31.9% |
| All | +115.0% | +20.6% | +94.4% | +70.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling