+717.1%
VLO vs SWK
+26.9%
+690.2%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.4% | -0.3% | -1.1% |
| 7D | -9.5% | +11.3% | -20.8% | -13.8% |
| 30D | -19.1% | +31.5% | -50.6% | -28.2% |
| 3M | +11.4% | +14.4% | -3.1% | +4.2% |
| 6M | +46.7% | +46.4% | +0.3% | +22.3% |
| YTD | +118.6% | +61.6% | +57.0% | +70.8% |
| 1Y | +99.9% | +78.7% | +21.1% | +48.5% |
| 3Y | +210.5% | +54.4% | +156.1% | +132.5% |
| 5Y | +432.7% | -25.3% | +458.0% | +458.2% |
| 10Y | +717.1% | +22.4% | +694.7% | +493.5% |
| All | +717.1% | +26.9% | +690.2% | +493.5% |
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 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