+42.3%
SWKS vs VTRS
-48.8%
+91.2%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.7% | +2.2% | +1.8% |
| 7D | +6.8% | -3.5% | +10.2% | +8.1% |
| 30D | +11.3% | +2.1% | +9.2% | +10.5% |
| 3M | +4.1% | +2.6% | +1.4% | +2.7% |
| 6M | +39.7% | +17.8% | +21.9% | +30.6% |
| YTD | +23.2% | +35.7% | -12.4% | +9.3% |
| 1Y | +5.3% | +63.5% | -58.2% | -12.9% |
| 3Y | -15.1% | +85.1% | -100.2% | -34.1% |
| 5Y | -50.3% | +42.5% | -92.8% | -59.2% |
| 10Y | +42.3% | -48.2% | +90.6% | +44.0% |
| All | +42.3% | -48.8% | +91.2% | +44.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VTRS.
Daily Out/Under-Performance
Portfolio return minus VTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTRS 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 VTRS 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