+202.4%
VLO vs SWK
+15.2%
+187.2%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.9% | -0.2% |
| 7D | +5.2% | -0.4% | +5.7% | +5.3% |
| 30D | +22.6% | -5.7% | +28.3% | +23.9% |
| 3M | +43.8% | +24.1% | +19.7% | +36.5% |
| 6M | +65.7% | +24.7% | +41.0% | +56.4% |
| YTD | +131.1% | +33.9% | +97.2% | +112.5% |
| 1Y | +143.6% | +34.7% | +109.0% | +122.1% |
| All | +202.4% | +15.2% | +187.2% | +186.1% |
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