+183.8%
VXUS vs SWK
+102.4%
+81.4%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.4% | +0.2% |
| 7D | +1.0% | -0.4% | +1.5% | +1.2% |
| 30D | +2.2% | -5.7% | +7.9% | +4.2% |
| 3M | +3.0% | +24.1% | -21.1% | -4.7% |
| 6M | +10.7% | +24.7% | -14.1% | +1.8% |
| YTD | +17.8% | +33.9% | -16.1% | +5.4% |
| 1Y | +27.6% | +34.7% | -7.1% | +13.1% |
| 3Y | +73.3% | +15.3% | +58.0% | +55.0% |
| 5Y | +54.3% | -39.3% | +93.6% | +69.3% |
| 10Y | +149.8% | +2.5% | +147.3% | +98.9% |
| All | +183.8% | +102.4% | +81.4% | +52.4% |
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