+111.0%
VWO vs SWK
+0.7%
+110.4%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.8% | +2.5% | +0.4% |
| 7D | +0.9% | +0.1% | +0.8% | +0.8% |
| 30D | +1.3% | -8.9% | +10.2% | +3.9% |
| 3M | +5.1% | +20.5% | -15.4% | -0.7% |
| 6M | +12.5% | +27.1% | -14.6% | +4.4% |
| YTD | +14.0% | +30.2% | -16.2% | +4.7% |
| 1Y | +19.7% | +24.8% | -5.0% | +10.7% |
| 3Y | +66.8% | +16.3% | +50.5% | +51.4% |
| 5Y | +36.2% | -40.1% | +76.3% | +48.9% |
| 10Y | +111.0% | +0.8% | +110.2% | +82.5% |
| All | +111.0% | +0.7% | +110.4% | +82.5% |
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