+626.5%
SWK vs VSAT
+1,485.7%
-859.2%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +5.0% | -4.1% | 0.0% |
| 7D | -0.4% | +11.8% | -12.3% | -2.4% |
| 30D | -5.7% | -7.0% | +1.3% | -4.7% |
| 3M | +24.1% | +3.3% | +20.8% | +21.4% |
| 6M | +24.7% | +57.4% | -32.7% | +11.8% |
| YTD | +33.9% | +118.6% | -84.6% | +12.2% |
| 1Y | +34.7% | +150.2% | -115.6% | +9.0% |
| 3Y | +15.3% | +160.7% | -145.4% | -18.2% |
| 5Y | -39.3% | +51.2% | -90.5% | -55.1% |
| 10Y | +2.5% | -0.7% | +3.1% | -21.4% |
| All | +626.5% | +1,485.7% | -859.2% | +252.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling