+768.4%
VLO vs SWK
+29.6%
+738.9%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.0% | -1.2% |
| 7D | -13.3% | +11.0% | -24.3% | -17.5% |
| 30D | -18.3% | +30.1% | -48.4% | -27.1% |
| 3M | +14.3% | +14.7% | -0.3% | +6.8% |
| 6M | +47.6% | +44.5% | +3.1% | +23.7% |
| YTD | +116.0% | +59.4% | +56.6% | +69.6% |
| 1Y | +101.0% | +77.5% | +23.5% | +49.6% |
| 3Y | +199.0% | +49.5% | +149.6% | +127.2% |
| 5Y | +419.0% | -24.9% | +443.9% | +439.6% |
| All | +768.4% | +29.6% | +738.9% | +495.8% |
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