+342.9%
VIAV vs SWK
+3.3%
+339.7%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.9% | +2.8% | +3.3% |
| 7D | -4.6% | -0.4% | -4.1% | -4.4% |
| 30D | -10.4% | -5.7% | -4.7% | -8.4% |
| 3M | -34.5% | +24.1% | -58.6% | -40.5% |
| 6M | +7.0% | +24.7% | -17.7% | -2.9% |
| YTD | +95.6% | +33.9% | +61.7% | +71.0% |
| 1Y | +197.2% | +34.7% | +162.5% | +157.6% |
| 3Y | +232.0% | +15.3% | +216.7% | +193.5% |
| 5Y | +102.2% | -39.3% | +141.5% | +128.8% |
| All | +342.9% | +3.3% | +339.7% | +253.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SWK.
Daily Out/Under-Performance
Portfolio return minus SWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWK 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 SWK 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