+296.3%
VWO vs SWK
+342.5%
-46.2%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.8% | -0.4% | +1.1% |
| 7D | +1.6% | +10.7% | -9.0% | -3.2% |
| 30D | -5.3% | +33.3% | -38.6% | -17.1% |
| 3M | -6.2% | +14.7% | -20.9% | -12.5% |
| 6M | -6.2% | +48.5% | -54.7% | -22.6% |
| YTD | +5.6% | +63.9% | -58.3% | -17.7% |
| 1Y | +6.2% | +80.4% | -74.2% | -21.2% |
| 3Y | +57.5% | +58.1% | -0.6% | +15.2% |
| 5Y | +28.0% | -24.5% | +52.5% | +27.3% |
| 10Y | +101.8% | +29.5% | +72.3% | +25.5% |
| All | +296.3% | +342.5% | -46.2% | -7.8% |
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