+65.5%
VZ vs SWK
+29.6%
+36.0%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.6% | -0.9% |
| 7D | +2.1% | +11.0% | -8.9% | +0.7% |
| 30D | +1.4% | +30.1% | -28.7% | -2.1% |
| 3M | -1.3% | +14.7% | -15.9% | -3.2% |
| 6M | -0.5% | +44.5% | -45.0% | -5.6% |
| YTD | +19.6% | +59.4% | -39.7% | +11.5% |
| 1Y | +22.4% | +77.5% | -55.1% | +12.3% |
| 3Y | +55.9% | +49.5% | +6.4% | +43.5% |
| 5Y | +20.4% | -24.9% | +45.3% | +21.2% |
| All | +65.5% | +29.6% | +36.0% | +60.6% |
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