+67.1%
VZ vs SWK
+30.0%
+37.1%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.6% | +2.5% | +0.2% |
| 7D | +5.6% | +11.3% | -5.6% | +4.1% |
| 30D | +1.9% | +28.1% | -26.2% | -1.5% |
| 3M | +0.8% | +12.6% | -11.8% | -0.9% |
| 6M | +0.6% | +51.7% | -51.1% | -5.2% |
| YTD | +20.8% | +60.0% | -39.2% | +12.5% |
| 1Y | +23.9% | +72.7% | -48.7% | +14.1% |
| 3Y | +55.7% | +46.3% | +9.4% | +43.9% |
| 5Y | +21.5% | -24.6% | +46.2% | +22.3% |
| All | +67.1% | +30.0% | +37.1% | +62.0% |
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