+249.3%
VST vs SWK
+50.4%
+198.9%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.8% | +13.1% | -26.9% | -16.8% |
| 7D | -15.7% | +17.9% | -33.6% | -19.7% |
| 30D | -17.0% | +31.9% | -48.9% | -23.6% |
| 3M | -15.9% | +16.6% | -32.4% | -19.8% |
| 6M | -25.0% | +61.1% | -86.1% | -35.6% |
| YTD | -25.1% | +64.2% | -89.3% | -36.3% |
| 1Y | -34.9% | +85.2% | -120.1% | -46.7% |
| All | +249.3% | +50.4% | +198.9% | +179.9% |
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 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