+210.5%
VLO vs SWK
+54.4%
+156.1%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.4% | -0.3% | -1.5% |
| 7D | -9.5% | +11.3% | -20.8% | -11.3% |
| 30D | -19.1% | +31.5% | -50.6% | -23.3% |
| 3M | +11.4% | +14.4% | -3.1% | +8.4% |
| 6M | +46.7% | +46.4% | +0.3% | +34.7% |
| YTD | +118.6% | +61.6% | +57.0% | +93.3% |
| 1Y | +99.9% | +78.7% | +21.1% | +70.6% |
| 3Y | +210.5% | +54.4% | +156.1% | +166.7% |
| All | +210.5% | +54.4% | +156.1% | +166.7% |
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