+295.5%
VWO vs SWK
+336.2%
-40.8%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.4% | +1.2% | +0.4% |
| 7D | +2.1% | +11.3% | -9.2% | -3.0% |
| 30D | -5.5% | +31.5% | -36.9% | -16.8% |
| 3M | -6.2% | +14.4% | -20.6% | -12.4% |
| 6M | -6.4% | +46.4% | -52.8% | -22.3% |
| YTD | +5.4% | +61.6% | -56.2% | -17.4% |
| 1Y | +4.5% | +78.7% | -74.2% | -22.1% |
| 3Y | +56.1% | +54.4% | +1.7% | +15.4% |
| 5Y | +28.1% | -25.3% | +53.4% | +28.0% |
| 10Y | +107.3% | +22.4% | +85.0% | +33.7% |
| All | +295.5% | +336.2% | -40.8% | -7.4% |
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