+426.2%
VLO vs SWK
-25.4%
+451.6%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -2.6% | -1.3% | -3.5% |
| 7D | -8.7% | +11.3% | -19.9% | -10.4% |
| 30D | -16.2% | +28.1% | -44.3% | -19.8% |
| 3M | +16.2% | +12.6% | +3.6% | +13.5% |
| 6M | +39.8% | +51.7% | -11.9% | +28.6% |
| YTD | +119.0% | +60.0% | +59.0% | +97.6% |
| 1Y | +110.8% | +72.7% | +38.1% | +86.5% |
| 3Y | +201.7% | +46.3% | +155.4% | +169.5% |
| 5Y | +426.2% | -24.6% | +450.8% | +396.6% |
| All | +426.2% | -25.4% | +451.6% | +396.6% |
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