+159.8%
VXUS vs SWK
+141.8%
+18.1%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -2.6% | -1.1% | -2.8% |
| 7D | -3.4% | +11.3% | -14.7% | -7.0% |
| 30D | -5.8% | +28.1% | -33.9% | -13.6% |
| 3M | -6.4% | +12.6% | -19.0% | -10.5% |
| 6M | -2.5% | +51.7% | -54.2% | -16.1% |
| YTD | +7.9% | +60.0% | -52.1% | -9.5% |
| 1Y | +11.5% | +72.7% | -61.2% | -9.1% |
| 3Y | +63.4% | +46.3% | +17.1% | +34.4% |
| 5Y | +42.9% | -24.6% | +67.5% | +45.1% |
| 10Y | +138.9% | +32.2% | +106.6% | +71.9% |
| All | +159.8% | +141.8% | +18.1% | +30.8% |
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