-48.7%
VTRS vs SWK
+0.7%
-49.4%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.8% | +1.2% | -0.6% |
| 7D | -0.1% | +0.1% | -0.2% | -0.2% |
| 30D | +1.9% | -8.9% | +10.8% | +5.2% |
| 3M | +5.1% | +20.5% | -15.4% | -2.3% |
| 6M | +20.1% | +27.1% | -7.0% | +9.1% |
| YTD | +36.6% | +30.2% | +6.4% | +22.5% |
| 1Y | +64.1% | +24.8% | +39.4% | +48.7% |
| 3Y | +86.4% | +16.3% | +70.1% | +67.1% |
| 5Y | +40.9% | -40.1% | +81.0% | +55.3% |
| 10Y | -48.7% | +0.8% | -49.5% | -50.3% |
| All | -48.7% | +0.7% | -49.4% | -50.3% |
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