+420.0%
VLO vs SWK
-25.5%
+445.4%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.0% | -1.3% |
| 7D | -13.3% | +11.0% | -24.3% | -14.9% |
| 30D | -18.3% | +30.1% | -48.4% | -22.0% |
| 3M | +14.3% | +14.7% | -0.3% | +11.4% |
| 6M | +47.6% | +44.5% | +3.1% | +37.2% |
| YTD | +116.0% | +59.4% | +56.6% | +95.0% |
| 1Y | +101.0% | +77.5% | +23.5% | +76.7% |
| 3Y | +199.0% | +49.5% | +149.6% | +166.3% |
| All | +420.0% | -25.5% | +445.4% | +392.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling