+275.3%
VIAV vs SW
+730.4%
-455.1%
-82.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | -1.5% | -9.0% | -10.4% |
| 7D | -21.1% | +4.7% | -25.7% | -21.3% |
| 30D | -45.4% | +5.0% | -50.4% | -45.6% |
| 3M | -32.4% | -7.3% | -25.1% | -32.1% |
| 6M | -51.3% | +15.0% | -66.3% | -52.0% |
| YTD | +47.6% | +18.5% | +29.1% | +44.7% |
| 1Y | +50.8% | +27.1% | +23.7% | +47.1% |
| 3Y | +216.5% | +49.3% | +167.2% | +204.0% |
| 5Y | +66.6% | -1.6% | +68.2% | +61.6% |
| 10Y | +260.3% | +185.4% | +74.9% | +223.9% |
| All | +275.3% | +730.4% | -455.1% | +207.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SW.
Daily Out/Under-Performance
Portfolio return minus SW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SW 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 SW 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