+243.0%
VIAV vs SWK
+46.0%
+197.0%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | -0.4% | +8.6% | +8.4% |
| 7D | -4.8% | +11.0% | -15.9% | -7.9% |
| 30D | -38.5% | +30.1% | -68.5% | -43.5% |
| 3M | -29.9% | +14.7% | -44.5% | -33.1% |
| 6M | -46.3% | +44.5% | -90.8% | -52.8% |
| YTD | +59.8% | +59.4% | +0.4% | +34.6% |
| 1Y | +62.3% | +77.5% | -15.2% | +32.3% |
| 3Y | +243.0% | +49.5% | +193.6% | +163.7% |
| All | +243.0% | +46.0% | +197.0% | +163.7% |
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