-24.5%
SWK vs VSAT
+33.0%
-57.5%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +16.3% | -13.5% | +0.5% |
| 7D | +10.7% | +0.4% | +10.3% | +10.0% |
| 30D | +33.3% | +3.3% | +30.1% | +31.5% |
| 3M | +14.7% | -7.5% | +22.1% | +14.5% |
| 6M | +48.5% | +6.2% | +42.3% | +43.1% |
| YTD | +63.9% | +115.8% | -51.9% | +39.6% |
| 1Y | +80.4% | +107.7% | -27.3% | +53.9% |
| 3Y | +58.1% | +292.0% | -233.9% | +9.3% |
| 5Y | -24.5% | +35.3% | -59.8% | -39.9% |
| All | -24.5% | +33.0% | -57.5% | -39.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling