+295.4%
VIAV vs SWK
+15.2%
+280.2%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.2% | -2.8% | +14.0% | +12.1% |
| 7D | +11.3% | +0.1% | +11.2% | +11.1% |
| 30D | -1.0% | -8.9% | +7.9% | +2.0% |
| 3M | -20.5% | +20.5% | -41.0% | -26.0% |
| 6M | +39.0% | +27.1% | +11.9% | +26.8% |
| YTD | +117.5% | +30.2% | +87.3% | +95.3% |
| 1Y | +233.8% | +24.8% | +209.0% | +202.9% |
| 3Y | +295.4% | +16.3% | +279.1% | +249.5% |
| All | +295.4% | +15.2% | +280.2% | +249.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling