+120.6%
VLO vs SWK
+87.6%
+33.0%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +13.1% | -18.9% | -3.1% |
| 7D | -6.0% | +17.9% | -23.9% | -2.6% |
| 30D | -12.9% | +31.9% | -44.8% | -8.1% |
| 3M | +18.3% | +16.6% | +1.8% | +22.6% |
| 6M | +46.4% | +61.1% | -14.7% | +59.1% |
| YTD | +127.7% | +64.2% | +63.5% | +151.1% |
| 1Y | +120.6% | +85.2% | +35.4% | +147.0% |
| All | +120.6% | +87.6% | +33.0% | +147.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling