+22.2%
SWK vs VSAT
-16.2%
+38.4%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.9% | +5.2% | +1.3% |
| 7D | -1.4% | +5.9% | -7.3% | -2.8% |
| 30D | +25.5% | +9.7% | +15.7% | +21.2% |
| 3M | +11.8% | -18.3% | +30.1% | +14.5% |
| 6M | +48.7% | -4.1% | +52.7% | +43.5% |
| YTD | +57.2% | +96.5% | -39.3% | +25.5% |
| 1Y | +75.3% | +89.3% | -14.0% | +40.2% |
| 3Y | +51.9% | +270.1% | -218.1% | -14.2% |
| 5Y | -30.7% | +26.4% | -57.1% | -50.0% |
| All | +22.2% | -16.2% | +38.4% | -20.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VSAT.
Daily Out/Under-Performance
Portfolio return minus VSAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSAT 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 VSAT 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