+329.3%
VWO vs SWK
+261.6%
+67.7%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.9% | -0.2% | +0.3% |
| 7D | +1.1% | -0.4% | +1.5% | +1.2% |
| 30D | +2.4% | -5.7% | +8.1% | +5.0% |
| 3M | +2.0% | +24.1% | -22.1% | -8.1% |
| 6M | +10.7% | +24.7% | -14.0% | -1.3% |
| YTD | +14.4% | +33.9% | -19.5% | -1.8% |
| 1Y | +22.7% | +34.7% | -12.0% | +4.0% |
| 3Y | +64.2% | +15.3% | +48.9% | +39.4% |
| 5Y | +35.8% | -39.3% | +75.0% | +49.4% |
| 10Y | +114.7% | +2.5% | +112.2% | +50.1% |
| All | +329.3% | +261.6% | +67.7% | +10.1% |
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