+108.5%
VIAV vs SWK
-38.7%
+147.2%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.9% | +2.8% | +3.4% |
| 7D | -4.6% | -0.4% | -4.1% | -4.4% |
| 30D | -10.4% | -5.7% | -4.7% | -8.7% |
| 3M | -34.5% | +24.1% | -58.6% | -39.3% |
| 6M | +7.0% | +24.7% | -17.7% | -1.3% |
| YTD | +95.6% | +33.9% | +61.7% | +75.3% |
| 1Y | +197.2% | +34.7% | +162.5% | +164.8% |
| 3Y | +232.0% | +15.3% | +216.7% | +200.5% |
| All | +108.5% | -38.7% | +147.2% | +109.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling