+996.4%
VST vs SWK
+30.0%
+966.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -2.6% | -3.6% | -5.4% |
| 7D | -19.9% | +11.3% | -31.2% | -23.1% |
| 30D | -29.7% | +28.1% | -57.8% | -35.4% |
| 3M | -19.6% | +12.6% | -32.2% | -23.3% |
| 6M | -29.4% | +51.7% | -81.1% | -38.9% |
| YTD | -29.7% | +60.0% | -89.7% | -40.5% |
| 1Y | -40.0% | +72.7% | -112.7% | -50.5% |
| 3Y | +231.0% | +46.3% | +184.7% | +176.3% |
| 5Y | +500.1% | -24.6% | +524.7% | +498.6% |
| All | +996.4% | +30.0% | +966.3% | +761.9% |
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