+1,216.9%
VST vs SWK
+2.6%
+1,214.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.9% | +2.6% | +3.2% |
| 7D | +8.9% | -0.4% | +9.4% | +9.1% |
| 30D | +6.2% | -5.7% | +11.9% | +8.1% |
| 3M | -2.7% | +24.1% | -26.8% | -9.5% |
| 6M | -8.4% | +24.7% | -33.1% | -15.2% |
| YTD | -7.2% | +33.9% | -41.1% | -16.1% |
| 1Y | -20.9% | +34.7% | -55.6% | -29.1% |
| 3Y | +384.0% | +15.3% | +368.7% | +338.4% |
| 5Y | +757.1% | -39.3% | +796.3% | +823.3% |
| All | +1,216.9% | +2.6% | +1,214.2% | +989.2% |
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