+69.8%
SWK vs VLTO
+54.7%
+15.0%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.1% | +0.6% | +12.5% | +12.7% |
| 7D | +17.9% | +13.8% | +4.1% | +8.8% |
| 30D | +31.9% | +21.2% | +10.8% | +17.1% |
| 3M | +16.6% | +21.5% | -4.9% | +3.2% |
| 6M | +61.1% | +33.0% | +28.1% | +33.6% |
| YTD | +64.2% | +17.8% | +46.4% | +47.2% |
| 1Y | +85.2% | +18.1% | +67.1% | +65.3% |
| 3Y | +50.2% | +67.6% | -17.4% | +21.0% |
| All | +69.8% | +54.7% | +15.0% | +39.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 VLTO 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