+142.2%
VXUS vs SWK
+26.9%
+115.3%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.4% | +0.7% | -0.3% |
| 7D | +0.5% | +11.3% | -10.8% | -2.8% |
| 30D | -2.5% | +31.5% | -34.0% | -10.3% |
| 3M | -4.6% | +14.4% | -19.1% | -8.7% |
| 6M | -2.6% | +46.4% | -49.1% | -13.6% |
| YTD | +10.4% | +61.6% | -51.2% | -5.5% |
| 1Y | +12.9% | +78.7% | -65.9% | -6.4% |
| 3Y | +68.4% | +54.4% | +14.0% | +40.0% |
| 5Y | +47.7% | -25.3% | +73.0% | +51.1% |
| 10Y | +142.2% | +22.4% | +119.8% | +95.5% |
| All | +142.2% | +26.9% | +115.3% | +95.5% |
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