-25.3%
SWK vs VSAT
-0.1%
-25.2%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +7.7% | -8.1% | -1.5% |
| 7D | +11.0% | -17.0% | +28.0% | +13.5% |
| 30D | +30.1% | -9.8% | +39.8% | +30.8% |
| 3M | +14.7% | -22.0% | +36.7% | +17.5% |
| 6M | +44.5% | -5.0% | +49.5% | +41.6% |
| YTD | +59.4% | +85.6% | -26.2% | +38.9% |
| 1Y | +77.5% | +80.2% | -2.7% | +54.7% |
| 3Y | +49.5% | +250.0% | -200.6% | +4.9% |
| All | -25.3% | -0.1% | -25.2% | -39.7% |
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