+60.5%
VZ vs SWK
+2.4%
+58.1%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.9% | -1.8% | -1.0% |
| 7D | +0.1% | -0.4% | +0.5% | +0.1% |
| 30D | +7.9% | -5.7% | +13.6% | +8.7% |
| 3M | +13.6% | +24.1% | -10.4% | +10.1% |
| 6M | +1.1% | +24.7% | -23.6% | -2.3% |
| YTD | +29.3% | +33.9% | -4.7% | +23.4% |
| 1Y | +21.2% | +34.7% | -13.4% | +15.4% |
| 3Y | +75.9% | +15.3% | +60.6% | +68.0% |
| 5Y | +24.1% | -39.3% | +63.4% | +28.7% |
| All | +60.5% | +2.4% | +58.1% | +54.1% |
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